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  • Estimation

    Hi all,

    If I want to estimate the following regression in the attachment on Stata. How should I proceed? The coefficient associated with base year value added per worker (lnyit-1) instead of being the typical beta in a linear regression seems to follow an exponential distribution averaged by time period (T). In addition of estimating the regression, I would like to store the values of lambda in the coefficient.

    I do apologize for attaching the equation from latex but I had a very hard time typing Greek letters in the forum. My apologies if I violated any rule

    Thank you,

    Hugo




    Code:
     * Example generated by -dataex-. To install: ssc install dataex
    clear
    input int(country year) str2 isic str3 isiccomb byte sourcecode long(Establishments Employment) double(Wages Output ValueAdded GrossFixed)
     8 1988 "15" "15A" 3    .  28488  24784500          . 244666667         .
     8 1989 "15" "15A" 3    .  33285  30767812          . 238593750         .
     8 1990 "15" "15A" 3    .  34191  23603258          . 119101124         .
     8 1988 "17" "17C" 3    .  61728  56789667          . 206666667         .
     8 1989 "17" "17C" 3    .  65344  57339219          . 228125000         .
     8 1990 "17" "17C" 3    .  73034  46971461          . 165056180         .
     8 2015 "17" "17"  3  180    981   2487827   12673714   6424091   1471835
     8 2016 "17" "17"  3  156    991   2483940   11053559   5398844   3079267
     8 2017 "17" "17"  3  251   1449   4324097   18866499   8043661   4265323
     8 2018 "17" "17"  3  220   1943   6658075   20270552  11732658   3342928
     8 2015 "18" "18"  3  641  19550  44850538  129020866  78066323  14846257
     8 2016 "18" "18"  3  732  23083  56807324  166284400  92327672  13371415
     8 2017 "18" "18"  3  569  26203  70965575  200621327 121460957  24987406
     8 2018 "18" "18"  3  670  27169  85073348  234125336 140356671  29669643
     8 2015 "19" "19"  3  257  19203  46311372  159996364  80215989  27185890
     8 2016 "19" "19"  3  301  21661  55504183  189140044  95804895  21274957
     8 2017 "19" "19"  3  272  23206  67942905  216893367 114214945  23828715
     8 2018 "19" "19"  3  240  25509  83712100  248543449 139532514  29623342
     8 1988 "20" "20C" 3    .  31015  30028967          .  66333333         .
     8 1989 "20" "20C" 3    .  32092  30099359          .  68281250         .
     8 1990 "20" "20C" 3    .  32572  21315315          .  33595506         .
     8 2015 "20" "20"  3  476   1167   2623992   24039043   6525976   3678136
     8 2016 "20" "20"  3  433   1240   3292803   31106310   9290163   1225278
     8 2017 "20" "20"  3  484   1568   4298908   35843829  14492024   8295550
     8 2018 "20" "20"  3  461   1756   5898740   48810452  17186909   4120784
     8 1988 "21" "21"  3    .   2346   2294383          .   9833333         .
     8 1989 "21" "21"  3    .   2426   2237984          .  10781250         .
     8 1990 "21" "21"  3    .   2486   1846899          .   6067416         .
     8 2015 "21" "21"  3   96   2526   5782713   42169699  13001844   7126341
     8 2016 "21" "21"  3   65   2526   6309605   45371109  15586727   2631275
     8 2017 "21" "21"  3   69   2272   6045340   39277918  13140218   7212427
     8 2018 "21" "21"  3   67   2447   7500752   52283022  16279411   8862000
     8 1988 "22" "22"  3    .   2984   2464783          .   9000000         .
     8 1989 "22" "22"  3    .   3105   2410250          .   6718750         .
     8 1990 "22" "22"  3    .   3169   1952663          .   5393258         .
     8 2015 "22" "22"  3  164   1198   5291698   59760883  30812508   3972631
     8 2016 "22" "22"  3  202   1419   6334761   57656732  25808526  11936850
     8 2017 "22" "22"  3  215   1376   6792611   51872376  25104954   8035264
     8 2018 "22" "22"  3  224   1462   7991542   57913216  25697022   6880320
     8 2015 "23" "23"  3   13   1365   9002280   19572405   3155203    340740
     8 2016 "23" "23"  3    8   1258   6534636   10188586   2765475    308162
     8 2017 "23" "23"  3    3    103    386230    9907641   2342569    361041
     8 2018 "23" "23"  3    6    107    518571    9584295   2685455   9908401
     8 1988 "24" "24B" 3    .   8388   9226800          .  64500000         .
     8 1989 "24" "24B" 3    .   8507   8916391          .  69687500         .
     8 1990 "24" "24B" 3    .   8808   6781169          .  38314607         .
     8 2015 "24" "24"  3  102   1137   4167935   42901941  16830517   4048851
     8 2016 "24" "24"  3   96   1055   4486779   40074914  13202570  18937914
     8 2017 "24" "24"  3   86   1008   4903442   49118388  16280437   4114190
     8 2018 "24" "24"  3   89   1028   5908000   52329323  17307292   7259987
     8 2015 "25" "25"  3  120    989   2277320   38440507   8536388   5047710
     8 2016 "25" "25"  3  128   1367   3239777   46658990  10967965   7389056
     8 2017 "25" "25"  3  117   1589   4685139   46733837  12670025   9941226
     8 2018 "25" "25"  3  117   1655   5528332   52338583  14362552   7991542
     8 1988 "26" "26"  3    .  27748  30694567          .  32833333         .
     8 1989 "26" "26"  3    .  28403  30363781          .  34843750         .
     8 1990 "26" "26"  3    .  29254  22751090          .  25168539         .
     8 2015 "26" "26"  3  724   4186  16713750  255765027  69937548  25418726
     8 2016 "26" "26"  3  834   5171  19674964  258228726  71524151  13306745
     8 2017 "26" "26"  3  809   5782  24114190  320705290  90268682  26675063
     8 2018 "26" "26"  3  675   5573  26687862  357545123  94342796  32975530
     8 1988 "27" "27"  3    .   8378  10036833          .  27166667         .
     8 1989 "27" "27"  3    .   8849  10204000          .  28281250         .
     8 1990 "27" "27"  3    .   9393   8181404          .  12808989         .
     8 2015 "27" "27"  3   59   1150   6050801  168885540  31668868   5851806
     8 2016 "27" "27"  3   65   1119   5416103  159142125  42049092 136254185
     8 2017 "27" "27"  3   33   1083   5382032  299219144  63257767  19336692
     8 2018 "27" "27"  3   23   1049   8000803  296761248  63376727  18057367
     8 1988 "28" "28F" 3    .  56860  64251667          . 1.400e+08         .
     8 1989 "28" "28F" 3    .  59148  62437969          . 1.450e+08         .
     8 1990 "28" "28F" 3    .  59164  46666404          .  99887640         .
     8 2015 "28" "28"  3 1019   4124  12167403  158182580  40843647  17546730
     8 2016 "28" "28"  3 1396   5171  15783317  180872407  45904179  22199328
     8 2017 "28" "28"  3 1541   5042  17682620  202006717  53618808  37481108
     8 2018 "28" "28"  3 1182   5587  21826263  266971223  65497310  32308796
     8 2015 "36" "36"  3  989   3924   9529321   76707562  23633007   4609888
     8 2016 "36" "36"  3  968   4213  10886604   82114994  26797662   4514982
     8 2017 "36" "36"  3 1043   4728  13249370   91057935  32107473   9235936
     8 2018 "36" "36"  3 1028   5101  16251630  108436803  33420019  16427574
     8 1988 "D"  "D"   3    . 227935 230572167          . 8.010e+08         .
     8 1989 "D"  "D"   3    . 241159 234776766          . 830312500         .
     8 1990 "D"  "D"   3    . 252071 180069663          . 505393258         .
     8 2015 "D"  "D"   3 8431  73958 200267277 1543120257 508535664 168654484
     8 2016 "D"  "D"   3 9860  86437 241657772 1706377751 573558612 314203436
     8 2017 "D"  "D"   3 9346  92562 281905961 2022359362 698740554 286020151
     8 2018 "D"  "D"   3 8930  98872 346210653 2355321006 797228115 313142521
    12 1967 "15" "15"  3    .  23520  46991529  448445026 146645980         .
    12 1968 "15" "15"  3    .  23701  50232325  478017282 156368365         .
    12 1969 "15" "15"  3    .  23595  53473120  509007385 166698399         .
    12 1970 "15" "15"  3    .  24192  58131763  551745371 180674328         .
    12 1971 "15" "15"  3    .  24245  60659874  595199565 200096160         .
    12 1972 "15" "15"  3    .  26904  75884134  724247101 251533585         .
    12 1973 "15" "15"  3    .  26285  91356582  916089484 320252770         .
    12 1974 "15" "15"  3    .  27971  94002272  763738564 239909107         .
    12 1975 "15" "15"  3    .  31880 113687925  910009804 286625236         .
    12 1976 "15" "15"  3    .  35568 138814672  970982210 335989145         .
    12 1977 "15" "15"  3    .  37405 161330852 1022485518 367033716         .
    12 1978 "15" "15"  3    .  39238 240550695 1687132807 546660279         .
    12 1979 "15" "15"  3    .  48082 314019247 2200729926 712901546         .
    12 1980 "15" "15"  3    .  54570 370037395 2438598549 790108014         .
    end
    Attached Files

  • #2
    Hugo:
    see -help nl-.
    Kind regards,
    Carlo
    (StataNow 18.5)

    Comment


    • #3
      Thanks, Carlo! I guess that I could substitute the typical beta by the exponential expression next to the independent variable. Is there any advice on how to use the nl box and what exactly to put as a substitutable expression? Because this exponential coefficient has the expression lambda to be estimated. More specifically, is there a substitutable expression for the exponential coefficient, that I can use?

      Comment

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