Dear Stata users,
I observe many groups of 3 individuals, and I want to estimate an interaction model of the form:
y_1=f_1(x, y-1)+e_1
y_2=f_2(x, y-2)+e_2
y_3=f_3(x, y-3)+e_3
Where x is an exogenous variable and y-i represents the sum of LHS variables of partners, i.e. y-1= (y_2+y_3). Importantly, the functional forms f_1 ... f_3 are non-linear in the parameters. Which is the right Stata/MATA command to estimate the 3 associated parameters (beta_0 for x, beta_1 for y-i, and the variance of the error term)? In my understanding, SEM and NLSUR aren't fit for that,
Many thanks,
M.
Related Posts with Simultaneous interaction model with nonlinear equations
How to weight the analysis by the actual population?Dear Statalist, I hope you are well. In fact, I have used the method of random sampling to collect…
Xtabond2 command for system GMM. Please help me with the coding!Dear all, I am studying the relationship between Economic growth and FDI inflow. Due to the endogen…
Conditioning on a string variableHi, I'm new to Stata and would like to know how to condition on a string variable. I have a variable…
CRS Input-oriented Two-stage DEA ModelDear Statalist members, I have been trying to implement CRS Input-oriented Two-stage DEA Modelin my…
xtivreg2 interpretationDear all, Can I interpret the following output as the instruments are not valid by looking at the S…
Subscribe to:
Post Comments (Atom)
0 Response to Simultaneous interaction model with nonlinear equations
Post a Comment