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Estimating user-defined nonlinear regression models in Stata and in Mata

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Author Info
A. Colin Cameron () (University of California, Davis)

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Abstract

This talk will overview how to estimate nonlinear regression models that are not covered by Stata's many built-in estimation commands. Mata command optimize will be emphasized, and Stata command ml will also be covered. The material is drawn from chapter 11 of A.C. Cameron and P.K. Trivedi (2008), Microeconometrics using Stata, Stata Press.

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Publisher Info
Paper provided by Stata Users Group in its series Fall North American Stata Users' Group Meetings 2008 with number 2.

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Date of creation: 16 Nov 2008
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Handle: RePEc:boc:fsug08:2

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