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From |
"FEIVESON, ALAN H. (AL) (JSC-SD) (NASA)" <alan.h.feiveson1@jsc.nasa.gov> |

To |
"'statalist'" <statalist@hsphsun2.harvard.edu> |

Subject |
st: old nl prolem still there |

Date |
Fri, 11 Oct 2002 15:29:26 -0500 |

Hi - Some time ago I noticed that when running -nl- with an "if"condition, that condition is ignored when intitializing the parameter estimates in the first part of the program. Apparently this is still the case- here's an example: program define nlt4 args q a x if "`1'" == "?" { global S_1 " A V M X0" summ `x' [w=`a'],det global X0=r(mean) global A=r(sd) global V = 1 global M = 1 exit } tempvar xp zf gen `xp'=`x'-$X0 gen `zf'=-$M*log(1+ `xp'*`xp'/($A*$A) )-$V*atan(`xp'/$A) cap gen fh=. replace fh=exp(`zf') integ fh `xp' replace fh=fh/r(integral) replace `1' = fh end In thiis program, the initial value of X0 is supposed to be the weighted mean of `x' - which it does correctly if I only keep the data for lead==8. . summ x [w=ap] if lead==8 (analytic weights assumed) Variable | Obs Weight Mean Std. Dev. Min Max -------------+-------------------------------------------------------------- --- x | 42 .333115671 100.9182 12.83494 39 152 . preserve . keep if lead==8 (484 observations deleted) . nl t4 ap ap x if lead==8,trace (obs = 42) Iteration 0: A = 12.83494 V = 1 M = 1 X0 = 100.9182 residual SS = .0035773 However if I run this -nl- program using the whole data set with the "if' condition, I get the correct number of observations, but: . nl t4 ap ap x if lead==8,trace (obs = 42) Iteration 0: A = 15.15218 V = 1 M = 1 X0 = 99.11866 residual SS = .0045832 This initial value of X0 is the weighted mean for all the data - in other words my "if" is ignored. . restore . summ x [w=ap] (analytic weights assumed) Variable | Obs Weight Mean Std. Dev. Min Max -------------+-------------------------------------------------------------- --- x | 526 4.28911733 99.11866 15.15218 39 154 Any hope of having this problem corrected any time soon? Al Feiveson * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: Random Number generator***From:*anirban basu <abasu@midway.uchicago.edu>

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