Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

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

From |
chw_wagner@gmx.de |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: nl: missing standar error |

Date |
Tue, 18 Sep 2012 09:54:54 +0200 |

Hi, thanks a lot for the hint. My code looks like this (in a abbreviated form): scalar rate=0.05 nl ( variable1 = ( {constant=1} + ({alpha1=1}*rate+{alpha2=1}*log(exp({alpha3}))*rate)*variable2 + {alpha2=1}*rate*variable3 + ({beta}*rate+{alpha4}*log(exp({alpha3}))*rate)*variable4 + {alpha4=1}*rate*0.5*variable5 - {alpha4=1}*0.5*variable6) - exp({alpha3})*variable7), nolog vce(robust); The missing standard error will be produced for alpha1, but just If I use my real data set. There will be no missing standard error if I use my test case. That do you mean by "outputting the covariance matrix of the parameter estimates"? Thanks a lot for your help, Christina > On Thu, Sep 13, 2012 at 12:06 PM, <chw_wagner@gmx.de> wrote: > > > > > Could you please give me a hint how to identify the problem? I have no > idea, why Stata is not reporting this standard error when I am using my real > data set. For me, the programming code looks the same except that I have > to replace my variables according to the variables in the test case. > > > > It sounds to me like the variance of that parameter is essentially 0 > or some other violation of the requirement that a covariance matrix be > positive definite. Try outputting the covariance matrix of the > parameter estimates and see if there are other missing parts or if > (when looked at in correlation scale) the correlation between one > parameter and another is very high. > > You may have an empirically unidentified parameter. > > * > * 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/ ---original massage--- >Dear StataList, >I have the following problem. I am trying to run a non-linear regression >in Stata 11. I am using a test case to try my programmed codes before I >use my real data set. This test case does not contain the variables, >which I will use later on in my analyses, but at least it has a panel >structure which is important for me. >I programmed my function using the nl command. Then I run the model with >the test case. Until this point the codes are working. If I run the >regression commands with my real data set, Stata will not display one >standard error for one specific coefficient of a variable, even though >Stata did it for my test data. I have tried to make my observations more >homogeneous, but it is still not working. >Could you please give me a hint how to identify the problem? I have no >idea, why Stata is not reporting this standard error when I am using my >real data set. For me, the programming code looks the same except that I >have to replace my variables according to the variables in the test case. >Thank you in advance >Christina * * 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: nl: missing standar error***From:*Maarten Buis <maartenlbuis@gmail.com>

**References**:**st: nl: missing standar error***From:*chw_wagner@gmx.de

**Re: st: nl: missing standar error***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

- Prev by Date:
**Re: st: Tips on working with multiple waves RAND HRS** - Next by Date:
**Re: st: nl: missing standar error** - Previous by thread:
**Re: st: nl: missing standar error** - Next by thread:
**Re: st: nl: missing standar error** - Index(es):