st: NL2SLS

[Henrik Andersson <henrik.andersson@tft.lth.se>]

Hi,

I would like to estimate a nonlinear 2SLS modell in STATA. Is this 
possible? I have not found anything on NL 2SLS in the manuals or on the "net".

The simultaneous model is defined by

y=f(X,B)+e
X'=Z'A+U

where Z is the matrix of instruments. I would then like to find values of B 
that minimizes

(y-f)'Z(Z'Z)^(-1)Z'(y-f)

Can I estimate it in STATA, and if, how?

Best regards

Henrik Andersson

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/