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st: -nlcom- question


From   Laurent Piet <Laurent.Piet@rennes.inra.fr>
To   statalist@hsphsun2.harvard.edu
Subject   st: -nlcom- question
Date   Wed, 16 Dec 2009 17:00:48 +0100

Dear list,

I think my problem can be solved with -nlcom- but I have not figured out how to do yet.

I use the “function evaluator program” version of the -nl- command to fit a parametric Lorenz curve to observed data. The two parameters ‘a’ and ‘b’ characterizing the functional form of the Lorenz curve are expressed as linear combinations of explanatory variables, say a = a0 + a1*X1 + a2*X2 and b = b0 + b1*X1 + b2*X2. So what I really get from -nl- are the a`i's and b`i's coefficients along with their associated std. err., t and p statistics.

Now, I want to compute a third parameter, the Gini coefficient ‘g’, which is a non-linear combination of ‘a’ and ‘b’ involving the Beta function. What I ultimately want to compute are the g`i's, that is, the coefficients measuring the effects of the X`i's (including the constant) on ‘g’, with their associated std. err., t and p.

I know how to use -nlcom- to do so when only the constant term is involved (nlcom g0: f(_b[/a0],_b[/b0])), but I couldn’t find how to deal with the explanatory variables X.

Any idea would be welcome !

Thanks in advance,
Regards,
Laurent

--
Laurent PIET
----------
INRA, UMR1302 INRA-Agrocampus
"Structures et Marchés Agricoles, Ressources, Territoires"
4 allée Adolphe Bobierre | tél. : +33 (0)2.23.48.53.83
CS 61103                 | fax. : +33 (0)2.23.48.53.80
F-35011 Rennes cedex     | laurent.piet@rennes.inra.fr
----------
http://www.rennes.inra.fr/smart

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