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From |
vwiggins@stata.com (Vince Wiggins, StataCorp) |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: AW: st: question |

Date |
Tue, 03 Nov 2009 11:28:31 -0600 |

Tunga Kantarci <tungakantarci@hotmail.com> 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' <martin.weiss1@gmx.de> 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 vwiggins@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/

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