Hi:
I have never used Stata for non-linear model estimation. This might be a super simple question for many of you.
I have two data series y and x. And according to the other paper, y and x are supposed to be correlated as a CDF function fo beta distribution. So: y = betacdf(x,a,b). a and b are coefficients determining the shape of the betacdf function.
How should I estimate the coefficients a and b in Stata? Should I use the nl command? But CDF function for beta distribution is too long and complicated to type. Please help me on this!
Thanks!
I have never used Stata for non-linear model estimation. This might be a super simple question for many of you.
I have two data series y and x. And according to the other paper, y and x are supposed to be correlated as a CDF function fo beta distribution. So: y = betacdf(x,a,b). a and b are coefficients determining the shape of the betacdf function.
How should I estimate the coefficients a and b in Stata? Should I use the nl command? But CDF function for beta distribution is too long and complicated to type. Please help me on this!
Thanks!
