Estimating non-linear regression models using panel data (Random effect) using ML technique

[Annesha]

Hi, 

Please some one let me know if there is any package available to estimate non-linear regression models using panel data (random effect) and using Maximum Likelihood estimation technique?

Thanks a lot,

Annesha

[Patrick Haller]

On 2012-07-27 01:42, Annesha wrote:
> Please some one let me know if there is any package available to
> estimate non-linear regression models using panel data (random effect)
> and using Maximum Likelihood estimation technique?

Hi Annesha,

The gnm docs indicate using residSVD instead. Also see lme4 for another
approximation of ML.

Non-linear + panel = can of worms. Good luck!

[annesha enam]

Hi,

Thanks.
It may be a novice question.
But I am really having hard time finding out how to specify the model.

My model model specification will be something like y =
b0+meu*b1*variable1 + meu2*b2*variable2.. etc.
Where I need to estimate the parameters b0, meu, b1, meu2, b2, etc...

Thanks.

--
Graduate Research Assistant
Room # 1-249, Civil and Environmental Engineering Department
Massachusetts Institute of Technology
Cambridge, MA - 02139

[Julian Lee]

HI Annesha,

have you tried this http://www.jstatsoft.org/v32/i06/paper/ ?

It uses EM methods to estimate the parameters of your model.

cheers