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From | Yuliya Romanenko <romanenko.yulja@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Non-linear panel model estimation in Stata |
Date | Fri, 3 May 2013 10:52:03 +0200 |
Dear Stata users, I am looking for a way in Stata to estimate a nonlinear panel model of the following form (dependent variable is modeled as a ratio of two linear functions): Y[it] = ( a0 + a1*X1[it) + a2*X2[i] + a3*X3[it] ) / ( b0 + b1*X4[it] ) + Eta_i + Theta_t + Eps[it]. Here Y is a dependent (non normal) variable; Eta_i, Theta_t are individual and time effects respectively; X1, ..., X4 are independent variables, some of which are time invariant, some are 0/1 dummies. Is there any standard way to estimate this in Stata? Can I use -nl- to account for panel structure? I would very much appreciate any help. Regards, Yuliya Romanenko * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/