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st: proxy in opreg


From   "Caroline Dotter" <[email protected]>
To   [email protected]
Subject   st: proxy in opreg
Date   Mon, 16 Aug 2010 10:04:50 +0200

Hi,

I am estimating a production function in stata 9.2 using the opreg command provided by Yasar, Raciborski and Poi. 

I wanted to know, if it is sensible to use a different proxy for unobserved productivity than investment. Only 1/4 of my data have positive investment, so I'd prefer to use intermediate inputs to investment. I cannot use the levpet command as it only allows for one state variable, while I have two state variables (capital and labour).
The article accompanying the command only refers to investment being the typical proxy and does not say whether any other variables are "allowed". Does my estimation make sense when using a differenet proxy or do I violate assumptions?

I hope you can help me.

Many Thanks,

Caroline Dotter
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