Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

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

Subject |
st: RE: RE: how can I pass a parameter to gengammareg |

Date |
Thu, 11 Mar 2010 12:37:36 -0000 |

I reinstated the original exchange from 8 March below. Deleting it just makes this thread much harder to follow. Thanks for the context, but my answer is essentially the same. You are trying to pick up r(est) after you run -streg- but as -streg- is an e-class command it does not define r(est) and in general r(est) will be undefined at that point, so you are just passing missings to -minbound-. So it can do nothing beyond complain, as you saw. You don't add any further information on where you think r(est) is coming from. Nick n.j.cox@durham.ac.uk Matteo Richiardi thanks for your reply. May be it would help if I better explain what I intend to do. I'm experiencing with indirect inference estimation techniques. I have some real data, on which I can estimate a weibull, that is my auxiliary model. Then, I have a complicated model, that I cannot manipulate, but I can simulate. I want to estimate the auxiliary model also on the simulated data coming from the complicated model, and then change the structural parameters of the complicated model until the distance between the two sets of estimated coefficients (of the auxiliary model) is minimized. Since I'm not an econometric, I wanted to practice by replacing the complicated model with ... the weibull itself (hence, gengammareg), just to see if I can recover its (known) parameter. In this sense I have to save the results of the estimates of the auxiliary model - r(est). But the procedure does not work. Any suggestion about what I can do would be really appreciated. Nick Cox I don't know precisely what you mean by "manually", but it can't be an answer, as -gengammareg- doesn't know where the values come from. clear set obs 1000 forval s = 1/10 { gengammareg t_`s', s(`s') } works fine, for example. I don't know what r(est) is doing here. -streg- is not r-class. Matteo Richiardi I'm trying to use the gengammareg ado file within the minbound command, but although everything seems working (separately), the program doesn't work. This is what I have written: ******************************** capture program drop simulation program simulation, rclass version 10 args s capture drop t_sim gengammareg t_sim, kappa(1) sigma(`s') // stset the data and fit a Weibull regression model stset t_sim streg, distribution(weibull) scalar s_hat_sim = r(est) return scalar diff = s_hat_sim - .5 end // MINIMIZATION minbound simulation, range(.01 1) trace ******************************** And this is what I get from Stata: failure running quadratic on x = .01 It seems as gengammareg accepts parameters only manually. Any idea on how I can get round of this problem? Thanks so much for support, * * 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/

**Follow-Ups**:**st: RE: RE: how can I pass a parameter to gengammareg***From:*Matteo Richiardi <matteo.richiardi@gmail.com>

**References**:**st: RE: how can I pass a parameter to gengammareg***From:*Matteo Richiardi <matteo.richiardi@gmail.com>

- Prev by Date:
**Re: st: How Do I divide the sample into quintiles in Stata?** - Next by Date:
**st: RE: AW: PCA results and new variable** - Previous by thread:
**st: RE: how can I pass a parameter to gengammareg** - Next by thread:
**st: RE: RE: how can I pass a parameter to gengammareg** - Index(es):