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From |
"Lina Jonsson" <lina.jonsson@vti.se> |

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

Subject |
SV: st: nl-command sensitive (sometimes) to unit of measurement |

Date |
Wed, 10 Sep 2008 08:51:56 +0200 |

Thank you Brian. Specifying eps to e-9 or even e-11 makes the difference between the models smaller, now so small that they seem acceptable. Best Regards Lina Jonsson > -----Ursprungligt meddelande----- > Från: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] För Brian P. Poi > Skickat: den 9 september 2008 19:09 > Till: statalist@hsphsun2.harvard.edu > Ämne: Re: st: nl-command sensitive (sometimes) to unit of measurement > > > On Tue, 9 Sep 2008, Lina Jonsson wrote: > > > Dear all, > > > > I have encountered a strange phenomenon using the nl-command. I am > > estimating a model on two subsets. Among the independet > variables are > > two variables that measure a distance and when I changed > the unit from > > meters into km the estimates of other variables in the > models changed > > (by a substantial amount) for one of the subsets but not the other. > ... > > > > b1 is 0.56 when the distance variables are measured in > meters and 0.48 > > when measured in km, a quite large difference. Any > suggestions how to > > deal with this? > > > > A couple of thoughts come to mind. First, you might try specifying > eps(1e-8) or eps(1e-9) before you fit the model. That > controls the convergence criterion. You might find that by > tightening that up, the model does in fact converge to the > same solution whether you use meters or kilometers. > > Second, in linear regression if you multiply a regressor by > 1000 then you will get the same parameters, except the > parameter for the regressor you multiplied by 1000 will be > 1/1000th of its original value. However, that property is > not always true for nonlinear models. Here is a trivial > example to illustrate that point: > > . sysuse auto > . nl (mpg = {b0} + {b1}*exp(1/gear)) > > mpg | Coef. Std. Err. t P>|t| > -------------------------------------------------- > /b0 | 88.36907 10.4828 8.43 0.000 > /b1 | -47.71047 7.446863 -6.41 0.000 > > . replace gear = gear / 10 > . nl (mpg = {b0} + {b1}*exp(1/gear)) > > mpg | Coef. Std. Err. t P>|t| > ----------+--------------------------------------- > /b0 | 27.02461 1.16402 23.22 0.000 > /b1 | -.1680976 .0298792 -5.63 0.000 > > > Thus, the fact that there are 1000 meters in 1 kilometer does > not automatically imply that whether you use meters or > kilometers will just affect your b1 parameter by a factor of 1000. > > Third, you might try using slightly different starting > values. Do the starting values you use affect the final results? > > -- Brian Poi > -- bpoi@stata.com > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: Using test after nl - not working***From:*"Lina Jonsson" <lina.jonsson@vti.se>

**References**:**st: nl-command sensitive (sometimes) to unit of measurement***From:*"Lina Jonsson" <lina.jonsson@vti.se>

**Re: st: nl-command sensitive (sometimes) to unit of measurement***From:*"Brian P. Poi" <bpoi@stata.com>

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