I had a similar problem a little while ago. The answer is that there is a canned -opreg- routine developed by Brian Poi at Stata and his collaborators, forthcoming in an article in the Stata Journal. If you would like to obtain the routine, you should contact Mr. Poi.
Best,
Matej Drev
> I don't know what olley-pakes means precisely but I am clear that
> -kernreg2- (which is a user-written command on SSC) will be no use
> whatsoever for a modelling problem with one response and at least four
> predictors.
>
> -findit olley-pakes- found nothing Stata-related for me. Perhaps the
> problem is also known under other names.
>
> Nick [email protected]
>
> seda koymen
>
> I need to estimate total factor productivity by using olley-pakes
> semiparametric estimation procedure. I need commands for regressing output
> on labor and on a polynomial of the variables, investment, age and
> capital. Is the kernreg2.ado what I am looking for? If it is, how I am
> going to use it for three variables and also find the optimal bandwith. If
> not I would really appreciate if someone helps me find the right
> commands.
>
>
> * * For searches and help try: *
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>
>
*
* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/
