Wei Tan
>
> I try to estimate a mixture of normal models by NLS.
> ie I try to fit the following non linear least square
> model:
>
> y=w*normcdf((xb-u1)/sigma1)+(1-w)*normcdf((xb-u2)/sigma2)
>
> I write the following code in stata, however the stata
> program shows the following error message:
>
> error #199 occurred in program nlrfgmm
> could not restore sort order because variables were
> dropped
>
> could you please tell me what mistakes I made for this
> program?
>
> thanks
>
> wei
>
>
> program define nlrfgmm
> version 7.0
> if "`1'"=="?" {
> global S_1 "pi1 pi2 pi3 pi4 u2 sigma2 omega"
> global pi1=0.45
> global pi2=0.05
> global pi3=0.05
> global pi4=0.95
> global u2=0.45
> global sigma2=0.85
> global omega=0.5
> exit
> }
> u1=(1-$omega)*$u2/$omega
>
> sigma1=((1-$u2^2-$sigma2^2)+$omega*($u2^2-$u1^2+$sigma2^2))/$omega)^0.5
> replace
> `1'=$omega*norm((x1*$pi1--u1)/sigma1)+(1-$omega)*norm((x1*$pi1-$u2
> )/$sigma2)
>
> end
>
>
> use rfdata
>
> nl rfgmm y x1 x2 x3 x4
>
Your lines
u1 = ...
and
sigma1 = ...
are not valid Stata syntax.
Nick
[email protected]
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