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st: missing standard error with nonlinear least squares


From   Giulio Zanella <[email protected]>
To   [email protected]
Subject   st: missing standard error with nonlinear least squares
Date   Thu, 30 Mar 2006 16:14:38 +0200

I estimated a nonlinear model using command nl. Stata produced estimates for all of the coefficients. However, the standard error of one such coefficient (and this only) was not computed: a dot replaced the standard error and related statistics cells. Defining dep var Y coefficients b0 to b5 and regressors X1 to X5 (plus constant), the model is:

Y = b0/(1-b3) + b1*X1 + b2*X2 + [(b3*b1+b4)/(1-b3)]*X3 + [b3*b2/(1-b3)]*X4 + [b5/(1-b3)]*X5 + e

I don't understand why Stata can compute the mean of b3 but not its standard error, while - for instance - standard errors associated with b1 and b2 are produced. Any clue?

Many thanks

Giulio Zanella


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