Programming the statistical procedures from SAS

sas panel nonlinear model

Reply
Senior User
Posts: 1

sas panel nonlinear model

I have a panel data for n events, for each event, I have a panel of cross section and time series of firms' variables m_i,t (also m_i,0 is known). For each event, I want to estimate the model coefficients phi and mbar_i by nonlinear least squares:

m_i,t=mbar_i+(m_i,0-mbar)exp(-t*phi)
  • for each event, phi is same
  • for each firm, mbar is same

I searched a lot on sas documents, only finding cross sectional modeling techniques. I appreciate your help with the problem

Ask a Question
Discussion stats
  • 0 replies
  • 106 views
  • 0 likes
  • 1 in conversation