Hi,
I have a program that I want to use with the NL (non-linear least
squares) command in Stata. I just have a simple question with regard to
Stata v.9, for my objective function that gets "replaced" in the NL
program, is it possible to have the Left Hand side and the ride hand
side both be matrices? Typically, I have seen examples (in the stata
manual and other people's do files), where the right hand side is simply
a single equation.
For instance:
capture program drop nltest
program define nltest
version 9.0
if "`1'"== { global S_1 b1 b2 b3
}
replace `1'=$b1*X+exp($b2*$b3)
end
nl test data1 X etc. . .
I want to know if Stata v.9 can handle a matrix on both the right hand
side and left hand side (can data1 and X be matrices?) in the line above
that begins with "replace". I have several equations that I would like
to fit with the same parameters.
I know Stata v.10 has the NLSUR command, I just want to know if I should
wait for this version.
Thanks,
Randy
-------------------------------------------------
Randall K. Q. Akee, Ph.D.
Research Associate
IZA - Forschungsinstitut zur Zukunft der Arbeit GmbH
IZA - Institute for the Study of Labor
P.O. Box 7240, 53072 Bonn, Germany
Schaumburg-Lippe-Str. 5-9, 53113 Bonn, Germany
Phone: +49 (228) 3894-306; Fax: +49 (228) 3894-510
E-Mail: [email protected]
Web: http://www.iza.org
Registered Office Bonn, District Court of Bonn, HRB 7745
Represented by: Prof. Dr. Klaus F. Zimmermann (Director)
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