[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
"Ben Pelzer" <b.pelzer@maw.kun.nl> |

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

Subject |
st: two nonlinear-regression(nl) questions |

Date |
Mon, 16 Feb 2004 16:38:55 +0100 |

Dear statalist users, I'm trying to fit a nonlinear model using the nl command. The nlfcn is a bit complex and cannot easily be expressed in a single replace `1' = etc. command. Therefore, I thought it would be best to exploit 'tempvars' in the nlfcn-body, to hold intermediate results, that can be plugged in in the final "replace `1' = etc." command. To give a simple example of what I mean: input x y -3 10 -2 3.5 -1 1 0 0.1 1 1 2 4 3 10 end program nlparabolic version 8 if "`1'" == "?" { global S_1 "a b c" global a = 0 global b = 0 global c = 0 exit } tempvar quadratic gen `quadratic' = $a + $b*x + $c*x^2 replace `1' = `quadratic' end nl parabolic y The tempvar "quadratic" contains the nlfnc-values to be placed in `'1'. However, the nl parameter estimates change quite a lot depending on the initial values of the 3 parameters a, b and c, as specified in the global statements. Also, the corresponding standard errors vary considerably for different initial parameter values. This problem is solved if, instead of the replace `1' = `quadratic' the statement replace `1' = $a + $b*x + $c*x^2 is used (as in this simple example of course would be straightforward to do). This last replace command also gives exactly the right parameter-estimates (i.e., the same ones as would be obtained using "regress y x xsquare") and also the right standard errors, all these NOT depending on the initial values. Therefore, is it correct to conclude that, in the 'body' of the nlfnc specified, tempvars or permanent vars cannot be used to hold intermediate results and that, as a consequence, the nl-function has to be specified in it's full complexity in the single "replace `1' = etc." command? My second question is: can the nl command be used to perform maximum likelihood estimation? I'm aware of the ml command in Stata (which of course is preferable when performing ML estimation) but I'm wondering if nl could be faster then ml, and if it's possible to do ML estimation with nl in the first place. Best regards, Ben. * * 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/

- Prev by Date:
**st: Mann-Witney-test** - Next by Date:
**st: Transform variable plagued by outliers** - Previous by thread:
**st: Mann-Witney-test** - Next by thread:
**st: Transform variable plagued by outliers** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |