[Limdep Nlogit List] nonlinear regression with restriction
stobernack at fh-brandenburg.de
Thu Dec 7 21:50:16 EST 2006
>I would like to run the following nonlinear regression:
>Y = a1 + a2 * X +a3 * (1 - dk) * (b**2 - 2 * b * x + x**2) + u
>with dk = 1 if x <= b and dk = 0 if x > b
>That is, there is a variable (dk) which depends on a parameter (b)
>is still to be estimated.
>The background is: I would like to get a linear regression between
>x=0 and x=b,
>but a nonlinear regression for x>b. And I don't know the value of b
>The regression should estimate the value of b.
>I would be very glad about any hints how to do this in Limdep.
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