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From |
"Brian P. Poi" <bpoi@stata.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: nl-function log4-formula |

Date |
Wed, 16 Nov 2011 08:38:52 -0600 |

Jennyfer Wolf wrote:

Dear Nick, thanks for your answer. I tried with the parantheses outside: 2. nl(VAR1={b0}+{b1}/(1+exp(-{b2}*(VAR2-{b3})))) if VAR3=="xxx" It does not change anything. Still I don't get same reults as with log4 and only an estimate for b0. Would you have another idea? Thank you! Jennyfer

The difference between using -nl-'s log4 routine and typing in the substitutable expression yourself lies with the starting values that -nl- uses in its optimization routine. The logistic function that -nl- calls log4 is somewhat sensitive to the starting values you use. When you type in your own substitutable expression, unless you specify your own starting values, -nl- initializes all the parameters to zero. On the other hand, -nl-'s log4 routine examines your data to come up with better starting values. With sensitive nonlinear functions, it's not unheard of for the optimizer to find a different value for the constant term but leave all the other parameters at zero; "strange" results like that are usually a good indication that you should try different starting values. For the log4 function y = b0 + b1/(1 + exp(-b2*(x-b3))), -nl- sets b0 to slightly less than the smallest value of y in your data and sets b1 to slightly more than the difference between the largest and smallest values of y. b2 and b3 are initialized based on a linear regression that uses a transformation of y as the dependent variable. To see the nitty gritty details, you can type in . viewsource nllog4.ado The program code in between the -quietly- braces gets the initial values. Brian P. Poi Senior Economist StataCorp LP * * 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: RE: nl-function log4-formula***From:*Jennyfer Wolf <jennyfer.wolf@googlemail.com>

**References**:**st: nl-function log4-formula***From:*Jennyfer Wolf <jennyfer.wolf@googlemail.com>

**st: RE: nl-function log4-formula***From:*Nick Cox <n.j.cox@durham.ac.uk>

**Re: st: RE: nl-function log4-formula***From:*Jennyfer Wolf <jennyfer.wolf@googlemail.com>

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