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RE: st: RE: RE: -nlsur- AIDS


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: RE: -nlsur- AIDS
Date   Thu, 10 Nov 2011 15:20:29 +0000

... meaning -aidsmesomm- (my typo, this time, but I looked at the bottom of the post). 

Nick 
n.j.cox@durham.ac.uk 


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: 10 November 2011 15:12
To: 'statalist@hsphsun2.harvard.edu'
Subject: RE: st: RE: RE: -nlsur- AIDS

It doesn't surprise me at all. You really do need to check code like this, not just line by line by token by token and character by character. 

Your program name -nlsuraidsmmmm- doesn't match the name you specify to -nlsur-, which is -aids-. 

Nick 
n.j.cox@durham.ac.uk 

Ivica Rubil

Brian, you won't believe, but it still doesn't work!

program nlsuraidsmmmm
		version 12
		
		syntax varlist(min=12 max=12) if, at(name)
		tokenize `varlist'
		args w1 w2 w3 w4 w5 lnp1 lnp2 lnp3 lnp4 lnp5 lnp6 lnexp
		
		tempname a1 a2 a3 a4 a5 a6
		scalar `a1' = `at'[1,1]
		scalar `a2' = `at'[1,2]
		scalar `a3' = `at'[1,3]
		scalar `a4' = `at'[1,4]
		scalar `a5' = `at'[1,5]
		scalar `a6' = 1-`a1'-`a2'-`a3'-`a4'-`a5'
		
		tempname b1 b2 b3 b4 b5 b6
		scalar `b1' = `at'[1,6]
		scalar `b2' = `at'[1,7]
		scalar `b3' = `at'[1,8]
		scalar `b4' = `at'[1,9]
		scalar `b5' = `at'[1,10]
		scalar `b6' = -`b1'-`b2'-`b3'-`b4'-`b5'
				
		tempname g11 g12 g13 g14 g15 g16
		scalar `g11' = `at'[1,11]
		scalar `g12' = `at'[1,12]
		scalar `g13' = `at'[1,13]
		scalar `g14' = `at'[1,14]
		scalar `g15' = `at'[1,15]
		scalar `g16' = -`g11'-`g12'-`g13'-`g14'-`g15'
		
		tempname g21 g22 g23 g24 g25 g26
		scalar `g21' = `g12'
		scalar `g22' = `at'[1,16]
		scalar `g23' = `at'[1,17]
		scalar `g24' = `at'[1,18]
		scalar `g25' = `at'[1,19]
		scalar `g26' = -`g21'-`g22'-`g23'-`g24'-`g25'
		
		tempname g31 g32 g33 g34 g35 g36
		scalar `g31' = `g13'
		scalar `g32' = `g23'
		scalar `g33' = `at'[1,20]
		scalar `g34' = `at'[1,21]
		scalar `g35' = `at'[1,22]
		scalar `g36' = -`g31'-`g32'-`g33'-`g34'-`g35'
		
		tempname g41 g42 g43 g44 g45 g46
		scalar `g41' = `g14'
		scalar `g42' = `g24'
		scalar `g43' = `g34'
		scalar `g44' = `at'[1,23]
		scalar `g45' = `at'[1,24]
		scalar `g46' = -`g41'-`g42'-`g43'-`g44'-`g45'
		
		tempname g51 g52 g53 g54 g55 g56
		scalar `g51' = `g15'
		scalar `g52' = `g25'
		scalar `g53' = `g35'
		scalar `g54' = `g45'
		scalar `g55' = `at'[1,25]
		scalar `g56' = -`g51'-`g52'-`g53'-`g54'-`g55'
		
		tempname g61 g62 g63 g64 g65 g66
		scalar `g61' = `g16'
		scalar `g62' = `g26'
		scalar `g63' = `g36'
		scalar `g64' = `g46'
		scalar `g65' = `g56'
		scalar `g66' = -`g61'-`g62'-`g63'-`g64'-`g65'
		
		
		
		quietly {
				tempvar lnpindex
				gen double `lnpindex' = 5 + `a1'*`lnp1'
+ `a2'*`lnp2' + ///
				                            `a3'*`lnp3'
+ `a4'*`lnp4' + ///
	
`a5'*`lnp5' + `a6'*`lnp6'
					forvalues i = 1/6 {
						forvalues j = 1/6 {
							replace
`lnpindex' = `lnpindex' + 0.5*`g`i'`j''*`lnp`i''*`lnp`j''
						}
					}
				
				replace `w1' = `a1' + `g11'*`lnp1' +
`g12'*`lnp2' + `g13'*`lnp3' + ///
				                      `g14'*`lnp4' +
`g15'*`lnp5' + `g16'*`lnp6' + ///
	
`b1'*(`lnexp' - `lnpindex')
				
				replace `w2' = `a2' + `g21'*`lnp1' +
`g22'*`lnp2' + `g23'*`lnp3' + ///
				                      `g24'*`lnp4' +
`g25'*`lnp5' + `g26'*`lnp6' + ///
	
`b2'*(`lnexp' - `lnpindex')
				
				replace `w3' = `a3' + `g31'*`lnp1' +
`g32'*`lnp2' + `g33'*`lnp3' + ///
				                      `g34'*`lnp4' +
`g35'*`lnp5' + `g36'*`lnp6' + ///
	
`b3'*(`lnexp' - `lnpindex')
	            
				replace `w4' = `a4' + `g41'*`lnp1' +
`g42'*`lnp2' + `g43'*`lnp3' + ///
				                      `g44'*`lnp4' +
`g45'*`lnp5' + `g46'*`lnp6' + ///
	
`b4'*(`lnexp' - `lnpindex')
				
				replace `w5' = `a5' + `g51'*`lnp1' +
`g52'*`lnp2' + `g53'*`lnp3' + ///
				                      `g54'*`lnp4' +
`g55'*`lnp5' + `g56'*`lnp6' + ///
	
`b5'*(`lnexp' - `lnpindex')
		}
end


* -nlsur-
nlsur aidsmesommmm @ w1 w2 w3 w4 w5 lnp1 lnp2 lnp3 lnp4 lnp5 lnp6 lnexp,
///
      ifgnls nequations(5) parameters(a1 a2 a3 a4 a5 b1 b2 b3 b4 b5 ///
	                                  g11 g12 g13 g14 g15 g22 g23
g24 ///
	
g25 g33 g34 g35 g44 g45 g55) 

--
Ivica Rubil
Ekonomski institut / The Institute of Economics, Zagreb
a. Trg J. F. Kennedyja 7, 10 000 Zagreb, Croatia
t. +385-1-2362-269
f. +385-1-2335-165
e. irubil@eizg.hr
www.eizg.hr


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Brian P. Poi
Sent: 10. studeni 2011 15:38
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: RE: -nlsur- AIDS

Ivica,

You forgot to define g61 through g66.  Even though we drop the last
expenditure share equation in estimation, we still need those gamma
parameters to calculate the price index.  After the line

    scalar -`g51'-`g52'-`g53'-`g54'-`g55'

you need to add

    tempname g61 g62 g63 g64 g65 g66
    scalar `g61' = `g16'
    scalar `g62' = `g26'
    scalar `g63' = `g36'
    scalar `g64' = `g46'
    scalar `g65' = `g56'
    scalar `g66' = -`g61' - `g62' - `g63' - `g64' - `g65'
		
Also, this line:

    scalar `b6' = 1-`b1'-`b2'-`b3'-`b4'-`b5'

isn't right; the betas should sum to zero, not one, so that line should
be

    scalar `b6' = -`b1'-`b2'-`b3'-`b4'-`b5'

(but in fact you don't even need the last beta to evaluate just the
first K-1 expenditure shares, so `b6' isn't even used.)



Brian P. Poi
Senior Economist
StataCorp LP


Ivica Rubil wrote:
> Nick, I've corrected what you suggested, but it still doesn't work. Of
> course this is a 6-good AIDS (not a 5-good one as I said in the
previous
> mail).
> 
> Here's the corrected code which still doesn't work and returns the
same
> error message, namely that I have to check if "aids" is really a
> function evaluator program.
> 
> CORRECTED CODE:
> 
> * Function evaluator program
> 		  
> program nlsuraids
> 		version 11
> 		
> 		syntax varlist(min=12 max=12) if, at(name)
> 		tokenize `varlist'
> 		args w1 w2 w3 w4 w5 lnp1 lnp2 lnp3 lnp4 lnp5 lnp6 lnexp
> 		
> 		tempname a1 a2 a3 a4 a5 a6
> 		scalar `a1' = `at'[1,1]
> 		scalar `a2' = `at'[1,2]
> 		scalar `a3' = `at'[1,3]
> 		scalar `a4' = `at'[1,4]
> 		scalar `a5' = `at'[1,5]
> 		scalar `a6' = 1-`a1'-`a2'-`a3'-`a4'-`a5'
> 		
> 		tempname b1 b2 b3 b4 b5 b6
> 		scalar `b1' = `at'[1,6]
> 		scalar `b2' = `at'[1,7]
> 		scalar `b3' = `at'[1,8]
> 		scalar `b4' = `at'[1,9]
> 		scalar `b5' = `at'[1,10]
> 		scalar `b6' = 1-`b1'-`b2'-`b3'-`b4'-`b5'
> 				
> 		tempname g11 g12 g13 g14 g15 g16
> 		scalar `g11' = `at'[1,11]
> 		scalar `g12' = `at'[1,12]
> 		scalar `g13' = `at'[1,13]
> 		scalar `g14' = `at'[1,14]
> 		scalar `g15' = `at'[1,15]
> 		scalar `g16' = -`g11'-`g12'-`g13'-`g14'-`g15'
> 		
> 		tempname g21 g22 g23 g24 g25 g26
> 		scalar `g21' = `g12'
> 		scalar `g22' = `at'[1,16]
> 		scalar `g23' = `at'[1,17]
> 		scalar `g24' = `at'[1,18]
> 		scalar `g25' = `at'[1,19]
> 		scalar `g26' = -`g21'-`g22'-`g23'-`g24'-`g25'
> 		
> 		tempname g31 g32 g33 g34 g35 g36
> 		scalar `g31' = `g13'
> 		scalar `g32' = `g23'
> 		scalar `g33' = `at'[1,20]
> 		scalar `g34' = `at'[1,21]
> 		scalar `g35' = `at'[1,22]
> 		scalar `g36' = -`g31'-`g32'-`g33'-`g34'-`g35'
> 		
> 		tempname g41 g42 g43 g44 g45 g46
> 		scalar `g41' = `g14'
> 		scalar `g42' = `g24'
> 		scalar `g43' = `g34'
> 		scalar `g44' = `at'[1,23]
> 		scalar `g45' = `at'[1,24]
> 		scalar `g46' = -`g41'-`g42'-`g43'-`g44'-`g45'
> 		
> 		tempname g51 g52 g53 g54 g55 g56
> 		scalar `g51' = `g15'
> 		scalar `g52' = `g25'
> 		scalar `g53' = `g35'
> 		scalar `g54' = `g45'
> 		scalar `g55' = `at'[1,25]
> 		scalar `g56' = -`g51'-`g52'-`g53'-`g54'-`g55'
> 		
> 		
> 		quietly {
> 				tempvar lnpindex
> 				gen double `lnpindex' = 5 + `a1'*`lnp1'
> + `a2'*`lnp2' + ///
> 				                            `a3'*`lnp3'
> + `a4'*`lnp4' + ///
> 	
> `a5'*`lnp5' + `a6'*`lnp6'
> 					forvalues i = 1/6 {
> 						forvalues j = 1/6 {
> 							replace
> `lnpindex' = `lnpindex' + 0.5*`g`i'`j''*`lnp`i''*`lnp`j''
> 						}
> 					}
> 				
> 				replace `w1' = `a1' + `g11'*`lnp1' +
> `g12'*`lnp2' + `g13'*`lnp3' + ///
> 				                      `g14'*`lnp4' +
> `g15'*`lnp5' + `g16'*`lnp6' + ///
> 	
> `b1'*(`lnexp' - `lnpindex')
> 				
> 				replace `w2' = `a2' + `g21'*`lnp1' +
> `g22'*`lnp2' + `g23'*`lnp3' + ///
> 				                      `g24'*`lnp4' +
> `g25'*`lnp5' + `g26'*`lnp6' + ///
> 	
> `b2'*(`lnexp' - `lnpindex')
> 				
> 				replace `w3' = `a3' + `g31'*`lnp1' +
> `g32'*`lnp2' + `g33'*`lnp3' + ///
> 				                      `g34'*`lnp4' +
> `g35'*`lnp5' + `g36'*`lnp6' + ///
> 	
> `b3'*(`lnexp' - `lnpindex')
> 	            
> 				replace `w4' = `a4' + `g41'*`lnp1' +
> `g42'*`lnp2' + `g43'*`lnp3' + ///
> 				                      `g44'*`lnp4' +
> `g45'*`lnp5' + `g46'*`lnp6' + ///
> 	
> `b4'*(`lnexp' - `lnpindex')
> 				
> 				replace `w5' = `a5' + `g51'*`lnp1' +
> `g52'*`lnp2' + `g53'*`lnp3' + ///
> 				                      `g54'*`lnp4' +
> `g55'*`lnp5' + `g56'*`lnp6' + ///
> 	
> `b5'*(`lnexp' - `lnpindex')
> 		}
> end
> 
> 
> * -nlsur-
> nlsur aids @ w1 w2 w3 w4 w5 lnp1 lnp2 lnp3 lnp4 lnp5 lnp6 lnexp, ///
>       ifgnls nequations(5) parameters(a1 a2 a3 a4 a5 b1 b2 b3 b4 b5
///
> 	                                  g11 g12 g13 g14 g15 g22 g23
> g24 ///
> 	
> g25 g33 g34 g35 g44 g45 g55)

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