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non linear estimation with hundreds of variables
non linear estimation with hundreds of variables

Dear all,
I am trying to run a non linear estimation of beta in the following specification:
y_i = ln(x₁(z₁)^beta + x₂(z₂)^beta + ... + x_n(z_n)^beta)
There are 400 pairs of x_jand z_j_. It would be almost impossible to write the nl command manually.
Presumably it can be done quite easily with loops in Stata?
I am very new to this. I would be really grateful if you let me know how to loop it within the nl command in Stata, or any ways to do it.
Many thanks!
DS

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