Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

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

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

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

Subject |
st: FW: Elasticity using nlcom |

Date |
Mon, 7 Jun 2010 21:38:40 +0200 |

<> So Henry sent this query to me privately. I am not sure what his -global-s "a" and "b" contain, but from his second example, I think they represent scalars. Henry should think about the point of using -nlcom-: "nlcom computes point estimates, standard errors, test statistics, significance levels, and confidence intervals for (possibly) nonlinear combinations of parameter estimates after any Stata estimation command." (see the help file) So when Henry feeds -nlcom- his call -nlcom((-.0093/cpi)*((gdpca/cifprice1)-$b*(lagimportca-$a*laglocalca))*8.89) -, Stata sees variable names instead of parameter estimates, and the error message makes the problem abundantly clear. Let me replicate: ** sysuse auto, clear reg price weight length nlcom (myratio: weight/length ) ** His second -nlcom- call is: -nlcom((-.0093/35)*((36/.33)-$b*(3.7-$a*14.4))*8.89)- which Stata evaluates to -nlcom ((-.0093/35)*((36/.33)-.6892200041267298*(3.7-.1785226557738297*14.4))*8.89) -. This, of course, does not contain a reference to a parameter estimate, either, so Stata returns a scalar, and no other values. Where is a standard error supposed to come from for a _scalar_? All of which makes me think that Henry really wants something else, and my money is on -predictnl-. HTH Martin -----Original Message----- From: HENRY AKAEZE [mailto:akaezehenry@yahoo.com] Sent: Montag, 7. Juni 2010 20:46 To: martin.weiss1@gmx.de Subject: Elasticity using nlcom Dear Martin, 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-.1 785226557738297*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 . . . ---------------------------------------------------------------------------- -- I need to know what is going on and what I must do to get values for the standard errors, t-stat and conf. interval. Thank you, Henry * * 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**:**Re: st: FW: Elasticity using nlcom***From:*HENRY AKAEZE <akaezehenry@yahoo.com>

- Prev by Date:
**Re: st: comparing two mim gllamm logistic models** - Next by Date:
**st: Importing EViews panel dataset into a STATA panel dataset** - Previous by thread:
**st: Importing & managing multiple row of data for one unique ID** - Next by thread:
**Re: st: FW: Elasticity using nlcom** - Index(es):