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Re: st: Specifying Regression model as an equation
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Specifying Regression model as an equation
Date
Mon, 31 Mar 2014 16:39:10 +0100
Yes; in the particular sense that you can specify such a model, with a
different syntax, to -nl-, given that it is not linear in the
parameters.
No; in the sense that this is unlikely to correspond one-to-one in
effect with anything in EViews [NB], but here I speculate. For
example, how would EViews fit such a model?
Nick
[email protected]
On 31 March 2014 16:18, Rijo John <[email protected]> wrote:
> I am doing a regression analysis with time series data. I want to
> know if it is possible to specify the regression model as an equation
> in Stata like in Eviews?
>
> Example: Y=a*(1-b) + b*L.Y + c*X1 - b*c*L.X1 + d*X2 - b*d*L.X2
>
> Where L.* are lagged variables.
> a, b, c, & d are the parameters to be estimated.
> It is possible to specify the above equation as such in Eviews. Can we
> do this in Stata?
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