Statalisters,
Using a panel dataset, I would like to estimate a model of the following
form:
Log (DV(it)) = log(intercept(t) + log(IV(it)) + Error(it)
Where
IV refers to an independent var
DV refers to a dependent variable
i is the cross sectional unit
t is the longitudinal unit.
(some may recognize this a similar to the typical tobin's q model).
Can I use the NL procedure in stata to efficiently estimate this
utilizing panel data?
With (conditional?) fixed effects, random effects, or a Kmenta-type
model?
Thanks in advance
Ed
****************************************
Edward Levitas, PhD
Associate Professor
Sheldon B. Lubar School of Business
University of Wisconsin-Milwaukee
3202 N. Maryland Ave.
Milwaukee, WI 53211
ph: (414) 229-6825
fx: (414) 229-6957
****************************************
Edward Levitas, PhD
Associate Professor
Sheldon B. Lubar School of Business
University of Wisconsin-Milwaukee
3202 N. Maryland Ave.
Milwaukee, WI 53211
ph: (414) 229-6825
fx: (414) 229-6957
*
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