 |
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: AW: st: question
Tunga Kantarci <[email protected]> asks why, after estimation with
-regress-, -nlcom- will not work when he references values such as e(rss) and
r(df_r) in his expression.
> I wish to calculate a figure where I call coefficient estimates and
> residuals sum of squares and degrees of freedom. All these
> quantities are from the stata estimation output. When I run the
> relevant command
>
> . nlcom exp(_b[_cons]+_b[income]*15.3)*exp(e(rss)/e(df_r)/2)
>
> I get the error "could not calculate numerical derivative". This is
> perhaps because e(rss) and e(df_r) are not estimates. (As Maarten
> pointed out yesterday actually)
The error message could be improved (and we will look into that), but the
problem is that Tunga's expression contains the estimated results e(rss) and
r(df_r), but -regress- does not estimate the standard error of those estimates
nor their covariance with _b[_cons] and _b[income]. Without those standard
errors and covariances, -nlcom- cannot estimate a standard error for Tunga's
expression. We could argue whether e(df_r) is an estimate, but not e(rss).
-nlcom- treats all e-class results as estimates.
If Tunga does not need an estimate of the standard error then he can heed
Martin Weiss' <[email protected]> advice and type,
> . di exp(_b[_cons]+_b[income]*15.3)*exp(e(rss)/e(df_r)/2)
If Tunga wants standard errors and wants to treat e(df_r) as fixed (OK by me)
and also treat e(rss) as fixed (that gives me pause), then he can macro-expand
their values so that they become constants in his expression.
. nlcom exp(_b[_cons]+_b[income]*15.3)*exp(`e(rss)'/`e(df_r)'/2)
-nlcom- now sees these two values as constants and not as something from e().
-- Vince
[email protected]
*
* 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/