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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

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

Subject |
st: AW: RE: nlcom from several estimations |

Date |
Mon, 8 Feb 2010 16:36:12 +0100 |

<> Have you actually tried to -ereturn post- foreign results and apply -suest- to them? That sounds like a stretch to me. You should first check whether you can recreate the results in Stata, perhaps using -reg3/nlsur-? HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Valerie Orozco Gesendet: Montag, 8. Februar 2010 16:29 An: statalist@hsphsun2.harvard.edu Betreff: st: RE: nlcom from several estimations Thank you John and Martin. John : by "model", I don't mean different groups, but really different models. I'm estimating 4 different systems of equations (N3SLS= Nonlinear 3 stages system of equations) and the variables are not the same in each one. (my goal is then to estimate unconditional elasticities in a demand system coming from the elasticities from different steps...). "Suest" seems to do what I need except that I have a difficulty due to the fact that the estimation wasn't done with Stata (because Stata doesn't easily estimate N3SLS). But like I prefer Stata, I stored the b and V matrix into text files and then insheet in Stata and re"build" my matrix b`i' and V`i' (i=1,...,4)...I can also use "ereturn post" to "re"build each estimation and store it. But, doing "suest", it seems some informations (for example e(sample), e(N)...stored by local during the estimation) are missing... If you have more ideas... Thank you Valérie ____________________________________________________ >From "Martin Weiss" <martin.weiss1@gmx.de> To <statalist@hsphsun2.harvard.edu> Subject st: AW: nlcom from several estimations Date Mon, 8 Feb 2010 14:35:14 +0100 Have you had a look at -suest- yet? HTH Martin ____________________________________________________ On 08.02.2010 14:32, Valerie Orozco wrote: Hello, I have to estimate some nonlinear combinations of parameters estimated from several models. More precisely, I estimated 4 models (4 systems of equations) and have the corresponding matrix of estimated parameters (b1, b2, b3 and b4) and each corresponding variance covariance matrix (V1, V2, V3, V4). I want to estimate combinations of these parameters coming from these 4 estimations. The problem is that, with "nlcom", it has to be from only one estimation. So, my first idea was to build two new matrix (b and V) making Stata believes it comes from only one estimation : - b : just appending b1,b2, b3 and b4 horizontally - V : a block diagonal matrix (each block being V1, V2, V3 and V4) - but of course, some elements of this V block diagonal matrix are missing Another idea I had was to use "eststo" and "estout" commands but it seems the matrix stored correspond to the last estimation. Do you have some better ideas to help me? Many thanks. Valérie ------------------------------- Valérie OROZCO Toulouse School of Economics (INRA-GREMAQ) 21, allée de Brienne F-31000 Toulouse, France MA 101 +33 5 61 12 85 91 ------------------------------- * * 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/

**References**:**st: RE : RE: RE: Problem with "ereturn post" command***From:*Valerie Orozco <Valerie.Orozco@toulouse.inra.fr>

**st: RE : RE: RE: Problem with "ereturn post" command***From:*Valerie Orozco <Valerie.Orozco@toulouse.inra.fr>

**st: RE: nlcom from several estimations***From:*Valerie Orozco <Valerie.Orozco@toulouse.inra.fr>

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