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st: Problems programming nl least squares


From   "Paola De Agostini" <pdeago@essex.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Problems programming nl least squares
Date   Mon, 17 Nov 2003 15:41:45 -0000

Dear statalisters,

I am having some trouble programming an nl-command. I would like to
program the following function: 

replace `1'=  ($B0 + $B1*x1 + $B2*x2 + $B3*x3)*exp( $GF*Z)

Where X are individual characteristics, Z is ln of hhld income and $Bi
and $GF are parameters to be estimated.

My problems arise when I increase the number of explanatory vars X. In
this case my command line becomes too long (more than 255 characters).
Therefore I defined the sum of beta times X over `i' using a loop as
shown below.

program define nlexercise4_1
    version 8.0 
    if "`1'"=="?" {    

    [parameters definition]
    [parameters initialization]	

    exit
    }

    local sum = 0
    forvalues i = 1/3 {
        local sum= `sum' + ${B`i'}* x`i'
    }
    
    replace `1'=  ($B0 + `sum')*exp( $GF*Z)      
End

Results:

(stata4_1)
------------------------------------------------------------------------
------
      milkcq |      Coef.   Std. Err.      t    P>|t|     [95% Conf.
Interval]
-------------+----------------------------------------------------------
------
          B0 |   178.1014   8.751873    20.35   0.000     160.9446
195.2581
          B1 |   116.3971          .        .       .            .
.
          B2 |   142.4194          .        .       .            .
.
          B3 |   114.4872          .        .       .            .
.
          GF |   .0219544   .0100062     2.19   0.028     .0023387
.0415701
------------------------------------------------------------------------
------
* Parameter B3 taken as constant term in model & ANOVA table
 (SEs, P values, CIs, and correlations are asymptotic approximations)
  

So, it looks like Stata does not recognize B1, B2 and B3 as parameters
and does not estimate them.

Has anybody encountered a similar problem before? Any hints,
suggestions, references would be very much appreciated :-))

Thank you,

Paola De Agostini

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