First things first. This is my first post on the forum. So hello every one! I could use some help with stata. I'm a novice user and I have some questions. I'm a postgraduate student on economics and what I want to do is the following.
I'm studying Gibrat's Law Chesher's(1979) approach and for a data set of 1.644 firms I want to estimate if the Law holds using Νon-linear regression procedure by Marquardt (1963) to obtain (asymptotic) standard errors for β{b} and ρ{rho}.The law is valid for β{b}=1 and ρ{rho}=0. I use the nl command to do so. The form of the command I used is :
where ln_s14,ln_s13,ln_s12 stands for sales in logarithm for the given time
My problem is that the command gives me output only for one pair of {b} and {rho} and what i need is 1.644 pairs.
How can I do this?
I use stata v14.0
I'm studying Gibrat's Law Chesher's(1979) approach and for a data set of 1.644 firms I want to estimate if the Law holds using Νon-linear regression procedure by Marquardt (1963) to obtain (asymptotic) standard errors for β{b} and ρ{rho}.The law is valid for β{b}=1 and ρ{rho}=0. I use the nl command to do so. The form of the command I used is :
Code:
nl (ln_s14 = ({b}+{rho})*(ln_s13)+({-b}*{rho})*(ln_s12)), variables(ln_s13 ln_s12)
My problem is that the command gives me output only for one pair of {b} and {rho} and what i need is 1.644 pairs.
How can I do this?
I use stata v14.0
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