st: Iteratively re-weighted least squares (IRLS)

[Richard Sperling <rsperling@rcn.com>]

I would like to use Stata (9.2 SE) to estimate the following  
inherently non-linear function by IRLS:

C = (a + b*X^g)*e,

where e is multiplicatively normal with mean 1 and standard deviation  
0.15. I cannot use -nl- to estimate this function because it assumes  
that the error term enters additively. One suggestion I have received  
is to take logs of both sides:

ln(C) = ln(a+b*X^g) + ln(e).

Is there an alternative way of estimating this equation?

Thanks,
Richard
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