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st: Estimating a Common Exponential Rate on Several Times Series
From
Elena Quercioli <[email protected]>
To
[email protected]
Subject
st: Estimating a Common Exponential Rate on Several Times Series
Date
Sat, 24 Nov 2012 15:49:23 -0500
Dear Statalist Users,
I would like to know the answer to the following question:
How do I use Stata to find the best MLE fit across a,b,c
Y = a + b X(c)
where X(c) = e^{-c Z1} X1 + e^{-c Z2} X2 + ... + e^{-c Zn} Xn
given data {Yi}, {X1i,X2i,...,Xni} and {Z1i,Z2i,...,Zni}
Obviously, the nonlinearity is the issue....
Thank you.
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