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st: Re: nlcom for elasticity in nonlinear least squares
From
HENRY AKAEZE <[email protected]>
To
[email protected]
Subject
st: Re: nlcom for elasticity in nonlinear least squares
Date
Tue, 1 Jun 2010 07:40:20 -0700 (PDT)
Hello,
I am doing estimation using the AIDS model. In order to estimate elasticity, I used nlcom command on an elasticity function I derived through differentiation as follows:
nlcom((-.0093/cpi)*((gdpca/cifprice1)-$b*(lagimportca-$a*laglocalca))*8.89)
The exogenous variables are CPI, CIF and the lags of import and domestic products.
However, stata complained that reference was made to X rather
than _b[X] as follows:
expression((-.0093/cpi)*((gdpca/cifprice1)-.6892200041267298*(lagimportca-.1785226557738297*laglocalca))*8.89)
contains reference to X rather than _b[X]
When evaluated at their means I got a value but without standard errors and p-value as below:
nlcom((-.0093/35)*((36/.33)-$b*(3.7-$a*14.4))*8.89)
_nl_1:(-.0093/35)*((36/.33)-.6892200041267298*(3.7-.1785226557738297*14.4))*8.89
------------------------------------------------------------------------------
importca
|
P>|t| Coef. [95% Conf. Interval]
Std. Err. t
-------------+----------------------------------------------------------------
_nl_1 -.255856 . . .
------------------------------------------------------------------------------
WHAT COULD POSSIBLE BE WRONG AND WHAT DO I NEED TO DO TO OBTAIN A COMPLETE RESULT?
Thank you,
Henry
--- On Tue, 6/1/10, HENRY AKAEZE <[email protected]> wrote:
> From: HENRY AKAEZE <[email protected]>
> Subject: nlcom for elasticity in nonlinear least squares
> To: [email protected]
> Date: Tuesday, June 1, 2010, 6:10 AM
> Hello,
> I am doing estimation using the AIDS model. In order to
> estimate elasticity, I used nlcom command on an elasticity
> function I derived through differentiation as follows:
>
> nlcom((-.0093/cpi)*((gdpca/cifprice1)-$b*(lagimportca-$a*laglocalca))*8.89)
>
> The exogenous variables are CPI, CIF and the lags of import
> and domestic products.
>
> However, stata complained that reference was made to X
> rather
> than _b[X] as follows:
>
>
>
> expression((-.0093/cpi)*((gdpca/cifprice1)-.6892200041267298*(lagimportca-.1785226557738297*laglocalca))*8.89)
> contains reference to X rather than _b[X]
>
> When evaluated at their means I got a value but without
> standard errors and p-value as below:
>
> nlcom((-.0093/35)*((36/.33)-$b*(3.7-$a*14.4))*8.89)
>
>
> _nl_1:(-.0093/35)*((36/.33)-.6892200041267298*(3.7-.1785226557738297*14.4))*8.89
>
>
>
> ------------------------------------------------------------------------------
>
> importca
> |
> P>|t| Coef.
>
> [95% Conf. Interval]
>
> Std. Err.
> t
> -------------+----------------------------------------------------------------
> _nl_1 -.255856 .
> .
>
> .
>
>
>
> ------------------------------------------------------------------------------
>
> WHAT COULD POSSIBLE BE WRONG AND WHAT DO I NEED TO
> DO TO OBTAIN A COMPLETE RESULT?
>
> Thank you,
>
> Henry
>
>
>
>
>
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