On Fri, 28 Jan 2011, GREg Ory wrote: If I understand the problem correctly you should probably be able to do this via nls, though you'd have to create the fixed-effects dummies and enter them yourself ("genr unitdum"). However, if you take the grid-search approach for mu and sigma then something like the following should work: <script> open gretl_plant.gdt scalar R2max = 0 scalar optmu scalar optsig scalar nvals = 0 loop for (mu=0.28; mu<0.501; mu+=.01) --quiet loop for (sig=0.01; sig<0.201; sig+=.01) --quiet series logist = 1/(1+exp((mu-HHI)/sig)) panel Price const Cost logist Domestic_Sales Export_Sales \ Soda PCFT Total_import --quiet r2 = $rsq if r2 > R2max optmu = mu optsig = sig R2max = r2 endif nvals++ endloop endloop printf "Number of points checked = %d\n", nvals printf "R^2 is maximized at %.4f for mu = %g, sig = %g\n", R2max, optmu, optsig series logist = 1/(1+exp((optmu-HHI)/optsig)) panel Price const Cost logist Domestic_Sales Export_Sales \ Soda PCFT Total_import </script> Allin Cottrell