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Re: st: nl command with restriction


From   "E. Paul Wileyto" <[email protected]>
To   [email protected], [email protected]
Subject   Re: st: nl command with restriction
Date   Tue, 12 Feb 2008 08:39:56 -0500


Use this and only expect to estimate a and b:

program define nlces12
version 8.0
if "`1'" == "?" {
global S_1 "a b"
global a=.15
global b=.4
global S_2 "Cobb-Douglas with additive error"
exit
}
local A=exp($a)/(1+exp($a) +exp($b))

local B=exp($b)/(1+exp($a) +exp($b))

local C=1/(1+exp($a) +exp($b))



replace `1' = `A'*((k^`B')*(l^`C')*(n^(1-`B'-`C')))


end

a and b are logits and will range from - to + infinity.

Then use nlcom to get back the estimates of A, B, C:

nlcom (A: exp(_b[a])/(1+exp(_b[a]) +exp(_b[b]))) (B: exp(_b[b])/(1+exp(_b[a]) +exp(_b[b]))) (C: 1/(1+exp(_b[a]) +exp(_b[b])))

Paul



Rodolfo Coelho Prates wrote:

Thanks Paul and Nick!

I tried implement yours sugestions, but I think my comprehention is not
correct.

I estimeted the Cobb-Doulas with three variables, like this:

program define nlces12
version 8.0
if "`1'" == "?" {
global S_1 "a b c"
global a=.15
global b=.4
global c=.3
global S_2 "Cobb-Douglas with additive error"
exit
}


replace `1' = $a*((k^$b)*(l^$c)*(n^(1-$b-$c)))


end

This routine works well, but has that problem.

If I understood, the suggestion is:



replace `1' =
$a*((k^(exp($b)/(1+exp($b)+exp($c))))*(l^(exp($c)/(1+exp($b)+exp($c))))*(n^(1/(1+exp($b)+exp($c)))))





Thise are the estimations with brute force:

Source | SS df MS Number of obs = 123
-------------+------------------------------ F( 2, 121) = 102.83
Model | 8.2419e+09 2 4.1209e+09 Prob > F = 0.0000
Residual | 4.8489e+09 121 40073949.1 R-squared = 0.6296
-------------+------------------------------ Adj R-squared = 0.6235
Total | 1.3091e+10 123 106429266 Root MSE = 6330.399
Res. dev. = 2500.31
Cobb Douglas with aditive error
---------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+-------------------------------------------------------------
a | 2.594492 .3699407 7.01 0.000 1.862096 3.326887
b | 17.12698 .3519304 48.67 0.000 16.43025 17.82372
c | 16.97066 . . . . .
------------------------------------------------------------------------------

Works well, but the sum of coeficients are larger than one, but not
negatives. Do I need realize a transformation? Or did I made something
wrong?

Best Regards,

Rodolfo


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--
E. Paul Wileyto, Ph.D.
Assistant Professor of Biostatistics
Tobacco Use Research Center
School of Medicine, U. of Pennsylvania
3535 Market Street, Suite 4100
Philadelphia, PA 19104-3309

215-746-7147
Fax: 215-746-7140
[email protected]
http://mail.med.upenn.edu/~epw/
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* http://www.ats.ucla.edu/stat/stata/




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