Date:         Thu, 11 May 2006 03:05:20 -0400
Reply-To:     Joe Whitehurst <joewhitehurst@GMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Joe Whitehurst <joewhitehurst@GMAIL.COM>
Subject:      Re: nonlinear panel data
Comments: To: Dale McLerran <stringplayer_2@yahoo.com>
In-Reply-To:  <20060511001720.97436.qmail@web32203.mail.mud.yahoo.com>
Content-Type: text/plain; charset=ISO-8859-1; format=flowed

Dale,

I will address your  mathematics a little later after we get rid of
the annoying {which's)
that I have indicated  by enclosing your  inappropriate use of( which
's ) with parentheses.

Joe

On 5/10/06, Dale McLerran <stringplayer_2@yahoo.com> wrote:
> --- Jian Zhang <jianzhang4321@YAHOO.COM> wrote:
>
> > Hi:
> >   Is there a nonlinear counterpart for the "proc tscsreg" for panel
> > data? Or does anyone have some idea about how to solve the
> > heterogeneity and autocorrelation of the error term for nonlinear
> > panel data?
> >
> >   Thanks alot.
> >
> >   Jian
> >
>
> Jian,
>
> Can you assume a model of the form
>
>    Y{ij} = f(X{ij},beta) + u{i} + eps{ij}
>
>            u{i}~normal(0, V(u))
>            cov(eps{i,j}, eps{i,k)) = rho**(abs(j-k))
>            cov(eps{i,j}, eps{l,j}) = 0
>
> That is, would you assume that, conditional on the fixed effects
> (which) that  enter nonlinearly and a random subject effect( which) that is
> assumed normally distributed, then the residuals within a panel
> follow an AR(1) covariance structure?
>
> If so, then you should be able to fit the model employing the
> procedure NLMIXED.  It won't be a simple, straightforward estimation
> process.  You would need all observations for a given panel on
> a single row of your data.  It would simplify writing of code if
> your panels are all of equal length.  However, that is not
> necessary.
>
> Write back to the list with more details about your data and the
> model that you would like to assume.
>
> Dale
>
>
> ---------------------------------------
> Dale McLerran
> Fred Hutchinson Cancer Research Center
> mailto: dmclerra@NO_SPAMfhcrc.org
> Ph:  (206) 667-2926
> Fax: (206) 667-5977
> ---------------------------------------
>
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