Rép. : st: RE: Initial values in -nl-

["Herve STOLOWY" <stolowy@hec.fr>]

Dear Brian:

Thank you very much. It now works. I only have another problem with my
coefficients but I will create a new thread.

Apart from that, would you know where I could get some explanation on
the meaning of initial values? (For the moment, all my initial values
are equal to one but I do not understand what it represents).

Best regards

Hervé



>>> "Brian P. Poi"  13/11/10 19:40 >>>

On Friday, November 12, 2010 12:49 PM Herve STOLOWY wrote:

Dear Statalisters:

Last week, I asked a question relating to inequality constraints in a
regression. I received several interesting answers, including the
following one from Isabel (Stata Corp), who suggested to use -nl- for
the constraint: a1 < a2:

nl  (y = {a1}*x1 +({a1} + exp({c}))*x2 + {a3}), initial (a1 1 c 1   a3
0)

...


Now, I introduce the constraint a2< a4 by replacing a4 by ({a2}+ exp{c})
(as in the example provided by Isabel):

nl (VTA = {a1}*g_t + {a2}*g_ca + {a3}*g_i + ({a2}+ exp{c})*g_ca_t +
{a5}*g_ca_i + {a6}*g_t_i + {a7}*g_ca_t_i), initial(a1 1 a2 1 a3 1 c 1 a5
1 a6 1 a7 1)

I get an error message concerning the initial values (I guess):

error #111 occurred in evaluating expression
exp__000002 not found
starting values invalid or some RHS variables have missing values

--------------

Herve,

The only problem here is that you are missing the parentheses associated
with the exp() function.  Instead of

   ({a2}+ exp{c})*g_ca_t

that term should be

   ({a2}+ exp({c}))*g_ca_t

The first thing -nl- does is substitute parameters like {c} with the
name of a temporary matrix and a subscript.  That’s why -nl- doesn't
understand what "exp__000002" means.


   -- Brian Poi
   -- brian@poiholdings.com




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