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st: RE: Seemingly unrelated nonlinear regression


From   "Stephen P. Jenkins" <[email protected]>
To   <[email protected]>
Subject   st: RE: Seemingly unrelated nonlinear regression
Date   Thu, 30 Oct 2003 11:57:38 -0000

> Chiara Seghieri
> I have this equation
> W(i)= a(i) + b(i) log(X/E) + U(i)
> where i= good i, i=1,...,13 
> W(i)= X(i)/X where X=total expenditures X(i)=expenditure for 
> the good i
> E=1+n(N-1) where N=# household components, n=parameter to be 
> estkmated (equal in all the equations)
> I was thinking to fit each equations separately with the 
> command nl and then using the command suest, but 
> unfortunately the nl command does not support the option "score"
> 
> Is there any other way to solve the problem?

-findit demand- returns the following:

SJ-2-4  st0029 . . . . . . . . . From the help desk:  Demand system
estimation
        (help demand if installed) . . . . . . . . . . . . . . . . . B.
P. Poi
        Q4/02   SJ 2(4):403--410
        example of how to estimate systems of household demand
        equations; techniques for estimating any system of nonlinear
        equations using ml 




Stephen
-------------------------------------------------------------
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research
University of Essex, Colchester CO4 3SQ, U.K.
Tel: +44 1206 873374.  Fax: +44 1206 873151.
http://www.iser.essex.ac.uk   

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