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Re: st: st : Problem with nlcom (expression too long)


From   "Jesper K. Hansen" <jkh-stata@msecon.eu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: st : Problem with nlcom (expression too long)
Date   Sat, 23 Feb 2008 13:49:22 +0100

Valérie,

maybe you could subdivide the calculation of coefficients with very
long expressions by calling -nlcom, post- multiple times, carrying
through the subcalculations. The second -nlcom- will calculate on the
basis of the estimation results from the first call to -nlcom-...
Something like this (although you have to be careful how you subdivide
or the variance estimates will not be valid):

*----------------------------------------------------------*
// exp(V_i) and CV estimates
*----------------------------------------------------------*
#delim ;
nlcom
  (price: _b[egenbet])
  (epen0: exp((_b[pen50] + _b[egenbet]*125 + _b[pen])))
  (epen1: exp((_b[pen50] + _b[egenbet]*125 +
              _b[intmaal] + _b[pen])))
  (einh0: exp(((_b[inh600]/5) + _b[egenbet]*800 +
              _b[dagXinh] + _b[hoste] + _b[inh])))
  (einh1: exp((_b[dagXinh] + _b[egenbet]*800 +
              _b[hoste] + _b[inh])))

  (epen0a: exp((_b[pen50] + _b[egenbet]*125 + _b[pen])))
  (epen1a: exp((_b[pen50] + _b[egenbet]*125 +
               _b[intmaal] + _b[pen])))
  (einh0a: exp(((_b[inh600]/5) + _b[egenbet]*125 +
               _b[dagXinh] + _b[hoste] + _b[inh])))
  (einh1a: exp((_b[dagXinh] + _b[egenbet]*125 +
               _b[hoste] + _b[inh])))
, post;

// CV estimates for section 5.8;
nlcom
  (epen0:  _b[epen0])
  (epen1:  _b[epen1])
  (einh0:  _b[einh0])
  (einh1:  _b[einh1])
  (CV_pen: (-1/_b[price]) *
           (ln(_b[epen0] + _b[einh0]) -
            ln(_b[epen1] + _b[einh0]))
  )
  (CV_inh: (-1/_b[price]) *
           (ln(_b[epen0] + _b[einh0]) -
            ln(_b[epen0] + _b[einh1]))
  )
, post;
estimates store CV01;
#delim cr

-- Jesper K. Hansen

On Thu, Feb 21, 2008 at 2:41 PM, Valerie Orozco
<Valerie.Orozco@toulouse.inra.fr> wrote:
> Hello,
>
>  Since I didn't receive any answer to the problem I have, I am going to try to better explain what is going on...maybe I wasn't clear enough...
>  I have a problem with "nlcom" due to a problem of length.
>
>  I try to estimate a lot of coefficients from a first estimation. My program consists in writing all the coefficients I want in some macros (local) and run the nlcom command with only one big macro.
>  The problem of length comes from the fact that some coefficients I have to estimate are also combinations of coefficients I estimate in the same "nlcom" command.
>
>  For example, some coefficients I have to estimate after my estimation are:
>
>  local a14 "(a14:  1 - ( _b[a1]+  _b[a2]+  _b[a3]+  _b[a4]+  _b[a5]+  _b[a6]+  _b[a7]+  _b[a8]+  _b[a9]+  _b[a10]+  _b[a11]+  _b[a12]+  _b[a13]))"
>  local nlcom  "`nlcom'  `a14'"
>
>  local "(b14:  - ( _b[b1]+  _b[b2]+  _b[b3]+  _b[b4]+  _b[b5]+  _b[b6]+  _b[b7]+  _b[b8]+  _b[b9]+  _b[b10]+  _b[b11]+  _b[b12]+  _b[b13]))"
>  local nlcom  "`nlcom'  `b14'"
>
>  local g1vs1 "(g1vs1:  _b[teta_1vs1] - _b[a1] * _b[a1] + _b[a1])"
>  local nlcom  "`nlcom'  `g1vs1'"
>  local g1vs2 "(g1vs2:  _b[teta_1vs2] - _b[a1]* _b[a2])"
>  local nlcom  "`nlcom'  `g1vs2'"
>  local g1vs3 "(g1vs3:  _b[teta_1vs3] - _b[a1]* _b[a3])"
>  local nlcom  "`nlcom'  `g1vs3'"
>  local g1vs4 "(g1vs4:  _b[teta_1vs4] - _b[a1]* _b[a4])"
>  local nlcom  "`nlcom'  `g1vs4'"
>  local g1vs5 "(g1vs5:  _b[teta_1vs5] - _b[a1]* _b[a5])"
>  local nlcom  "`nlcom'  `g1vs5'"
>  …
>  local g1vs14 "(g1vs14:  -( _b[teta_1vs1] - _b[a1] * _b[a1] + _b[a1] +  _b[teta_1vs2] - _b[a1] * _b[a2] +  _b[teta_1vs3] - _b[a1] * _b[a3] +  _b[teta_1vs4] - _b[a1] * _b[a4] +  _b[teta_1vs5] - _b[a1] * _b[a5] +  _b[teta_1vs6] - _b[a1] * _b[a6] +  _b[teta_1vs7] - _b[a1] * _b[a7] +  _b [teta_1vs8] - _b[a1] * _b[a8] +  _b[teta_1vs9] - _b[a1] * _b[a9] +  _b[teta_1vs10] - _b[a1] * _b[a10] +  _b[teta_1vs11] - _b[a1] * _b[a1 1] +  _b[teta_1vs12] - _b[a1] * _b[a12] +  _b[teta_1vs13] - _b[a1] * _b[a13] +   0))
>
>  /*In fact g1vs14 is equal to:  -( g1vs1 +  g1vs2 +  g1vs3+  g1vs4 +  g1vs5 +  …. +g1vs13) but I can't write this since the g1vs1, g1vs2...aren't estimated yet, they are in some locals*/
>  local nlcom  "`nlcom'  `g1vs14'"
>
>  local g2vs14 "(g2vs14:  -( _b[teta_1vs2] - _b[a2] * _b[a1] +  _b[teta_2vs2] - _b[a2] * _b[a2] + _b[a2] +  _b[teta_2vs3] - _b[a2] * _b[a3] +  _b[teta_2vs4] - _b[a2] * _b[a4] +  _b[teta_2vs5] - _b[a2] * _b[a5] +  _b[teta_2vs6] - _b[a2] * _b[a6] +  _b[teta_2vs7] - _b[a2] * _b[a7] +  _b[teta_2vs8] - _b[a2] * _b[a8] +  _b[teta_2vs9] - _b[a2] * _b[a9] +  _b[teta_2vs10] - _b[a2] * _b[a10] +  _b[teta_2vs11] - _b[a2] * _b[a11] +  _b[teta_2vs12] - _b[a2] * _b[a12] +  _b[teta_2vs13] - _b[a2] * _b[a13] +   0))"
>  local nlcom  "`nlcom'  `g1vs14'"
>  ….
>  After that, I run : nlcom `nlcom', post
>
>  The problem is that for some coefficient I want (g`i'vs14 with i from 1 to 14, especially the g14vs14) the expression is quite long because I use the expression of the g`i' `j' with i and j <14. So Stata stops tells me :expression too long r(130);
>
>  How can I have all my coefficients in one matrix e(b) and e(V) doing several nlcom? (in order to have smaller expression using the coefficients obtained in a first nlcom...)
>  If someone has an idea…
>
>  Thank you very much.
>
>  Valérie
>
>  -------------------------------
>  Valérie OROZCO
>  Toulouse School of Economics (INRA-GREMAQ)
>  21, allée de Brienne
>  F-31000 Toulouse, France
>
>  MF 426
>  +33 5 61 12 85 91
>  -------------------------------

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