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st: Estimation Question
From
Elena Quercioli <[email protected]>
To
[email protected]
Subject
st: Estimation Question
Date
Thu, 8 Nov 2012 17:17:57 -0500
Dear StataList Users:
I need some help on the following question:
How do I find the best MLE fit for Y on a^d1 X1 and a^d2 X2 where I
wish to estimate the coefficient on each (as well as a constant, say).
To be precise, I want to input the data {X1,X2,Y} and parameters
d1,d2>0, and have STATA tell me the best fit c_0, c_1, c_2, and
geometric base a>0 so that:
Y = c_0 + c_1 a^d1 X1 + c_2 a^d2 X2
I should mention also that my theory requires 0<a<1.
Any help on this would be greatly appreciated! Thanks!
Elena
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