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Re: st: -nlcom- question


From   Laurent Piet <Laurent.Piet@rennes.inra.fr>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -nlcom- question
Date   Mon, 21 Dec 2009 17:26:07 +0100

Thank you Ekrem,

In fact, your solution works but it is not exactly what I am looking for.

Here is a simplified example to be more precise. Consider I have only two explanatory variables, a constant and time t, so that my parameters ‘a’ and ‘b’ are given by:

a = a0 + a1*t
b = b0 + b1*t

what I get from -nl- looks like:
------------------------------------------------------------------------------
            |               Robust
CumPcHa | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
/a0 | .642167 .0098387 65.27 0.000 .6228815 .6614525 /a1 | .0011107 .0003833 2.90 0.004 .0003593 .0018621 /b0 | .5155133 .0091666 56.24 0.000 .4975453 .5334813 /b1 | -.0017981 .0003266 -5.51 0.000 -.0024383 -.0011579
------------------------------------------------------------------------------

now, if I run -nlcom- with a particular value of t to compute my Gini coefficient ‘g’, the result is something like:
------------------------------------------------------------------------------
CumPcHa | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
g | .5759562 .0022265 258.68 0.000 .5715919 .5803205
------------------------------------------------------------------------------

ok, I have an estimate of ‘g’, its standard error, t and P statistics and confidence interval but what I really would like to have are the /g0 and /g1 (equivalent to /a0, /a1, /b0 and /b1) that is the coefficients of ‘g’ associated with the constant and time variables (or in other words the impact of time on ‘g’).

Any clue ?
Thank you in advance,
Laurent


Ekrem Kalkan a écrit :
Hello,

you need to take a particular point of X , for example its mean or
minimum or maximum value.

You can do this:

sum X
gen xbar=r(mean)

and then insert "xbar" where it is needed in your nlcom formula

I hope this is what you asked.

Ekrem Kalkan

2009/12/16 Laurent Piet <Laurent.Piet@rennes.inra.fr>:
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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