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From |
"C.T. Shehzad" <C.T.Shehzad@rug.nl> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Solving a System of Equation in Stata |

Date |
Wed, 02 Jun 2010 16:35:27 +0200 |

Dear Austin: Thanks for your help. Yes, actually number of observations is pretty large because e.g. ustbill repeat in panels (2000firms*100mon). Unfortunately, I am trying to calculate the measure for each observation ! I corrected the vfs and d1 but still it is having some problem. Do you think this program can still help? Thanks again, Tanveer Austin Nichols wrote: > 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/ > * * 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**:**Re: st: Solving a System of Equation in Stata***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**Re: st: Solving a System of Equation in Stata***From:*"C.T. Shehzad" <C.T.Shehzad@rug.nl>

**Re: st: Solving a System of Equation in Stata***From:*Austin Nichols <austinnichols@gmail.com>

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