Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


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

Re: st: Solving a System of Equation in Stata


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Solving a System of Equation in Stata
Date   Wed, 2 Jun 2010 09:49:33 -0400

C.T. Shehzad <C.T.Shehzad@rug.nl>:
Your program has a number of mistakes, e.g. `vfs' not a tempname and
`svf' and `d1' not defined, but I doubt it will ever do what you
want--do you have 150540 obs on a varlist (equity debt ustbill), and
you want to calculate something for each observation separately?
Perhaps you should lay out carefully what you are trying to do.

On Wed, Jun 2, 2010 at 8:39 AM, C.T. Shehzad <C.T.Shehzad@rug.nl> wrote:
> Dear Maarten:
>
> Thanks for your reply.
>
> I tried to program using nl command but I get error. Apparently things
> look in line with your suggested thread and stata help. can you spot
> something that I am doing wrong? My program is blow.
>
> Thanks and best regards,
>
> Tanveer
> . program nltanveer
>  . syntax varlist (min=1 max=1) [if], at(name)
>  . tempname vf svf zd1 zd2
>  . scalar `vf' = `at'[1,1]
>  . scalar `vfs' = `at'[1,2]
>  . scalar `zd1' = `at'[1,3]
>  . scalar `zd2' = `at'[1,4]
>  . tempvar z545
>  . gen double `z545' = [[equity +
> (debt*(exp^(-ustbill))*normal(`zd2'))]/normal(`zd1')] + 1 - `vf' in 1
>  . replace `z545' = (eqvol*equity)/[(`vf')*normal(`d1') - `svf' in 2
>  . replace `z545' = [[log((`vf')/debt) + (ustbill + 0.5*
> (`svf')^2)]/(`svf')] - `zd1' in 3
>  . replace `z545' = `zd1' - `vfs' - `zd2' in 4
>  . replace `varlist' = `z545'
>  . end
>
> . set obs 150540
> obs was 150540, now 150540
> . gen y = 0
> . replace y = 1 in 1
> (1 real change made)
> . nl tanveer @ y, parameters(vf svf zd1 zd2) initial (vf 1 svf 1 zd1 1
> zd2 1)
>
> nltanveer returned 198
> verify that nltanveer is a function evaluator program
> r(198);
>
>
> Maarten buis wrote:
>> --- On Tue, 1/6/10, C.T. Shehzad wrote:
>>
>>> I am trying to solve a system of equation in stata. I
>>> understand how to do it in excel but its
>>> implementation in stata looks problematic so your
>>> help will be quite useful.
>>>
>>
>> http://www.stata.com/support/faqs/lang/nl.html

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index