Non-linear system with pooled data
Posted: Thu Apr 28, 2011 1:03 pm
I am trying to estimate a system of four non-linear equations that use pooled data. To do this I have created a pool object and listed the cross-section identifiers. The data themselves are stored in files using the cross-section identifiers in the names, pre-indexed with whatever variable name I am using (eg. pUSA, pCANADA and so on). I typed in the system specification into a system object and specified the instrumental variables using the @inst command. At first I am just trying to estimate the system using OLS to get a benchmark. The estimate command gives me a "p? not defined...." error for the first equation in the system and p? is the dependent variable. There is not much documentation on specifying a non-linear system using pooled data in the User's Guide (well none really). Where do I define the names for the pooled variables in the system object? It seems to be sort of disconnected from the pool object since it does not recognize the ? as the shorthand for the cross-section identifiers. Thanks for any help.