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st: three-stage nonlinear least squares


From   Stefano Verde <[email protected]>
To   [email protected]
Subject   st: three-stage nonlinear least squares
Date   Sun, 26 Sep 2010 19:43:49 +0100

Hello,

I understand that the three-stage nonlinear least squares (3SNLS)
estimator does not exist in Stata. I need to test endogeneity in a
nonlinear system of demand (QUAIDS). So, how one could possibly
perform a Hausman test if 3SNLS is not available?

Stefano Verde
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