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st: Question on estimation procedure


From   Elena Quercioli <[email protected]>
To   [email protected]
Subject   st: Question on estimation procedure
Date   Sat, 10 Nov 2012 15:57:29 -0500

Dear StataList Users:
Dear Stata List 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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