Hi everybody,
I need to solve nonlinear equations numerically. I have read this faq: http://www.stata.com/support/faqs/lang/nl.html.
My case is a bit different, however: I have to solve N (where N is very large) independent nonlinear equations.
It seems that I cannot solve them in a cycle one by one (and if would probably be inefficient either) because Stata then thinks I have just one equation with N observations.
And I have not found a way for nl to solve all the equations altogether. It seems that the parameters of nl should be specified as scalars. I cannot do that N times. And N is too large for Stata to operate with my variables as vectors.
In short, I am estimating a model by maximum likelihood, but my estimation equation is nonlinear and does not have a closed form solution.
So, for every ML iteration I need to step outside of ML and solve for my parameters numerically.
Will be grateful for any help.
Thanks,
Oleksii
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