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From |
"JVerkuilen (Gmail)" <jvverkuilen@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: ML program in Stata 12.1 for a nonlinear equation of the form Y=F(x)*G(z) |

Date |
Sat, 6 Apr 2013 21:09:38 -0400 |

On Sat, Apr 6, 2013 at 4:35 PM, Antony Chapoto <achapoto@gmail.com> wrote: > > I would like your assistance to write an ML program in Stata 12.1 for > the following nonlinear model: > > <snip> This doesn't directly answer your question, but if I'm not mistaken, this model could be estimated using -nl-, which is specialized for the problem of nonlinear regressions with Gaussian errors, and thus has useful post-estimation, etc. I'm a little worried that -nl- (or -ml-?) doesn't have an option for a regularized method (such as Levenberg-Marquardt), though, given how complicated your model is due to the G(z) term. That said, it looks like an unusual model with many parameters in which homoscedastic Gaussian errors seem potentially dubious, and is likely to have some difficulty estimating simply on numeric grounds. I'd definitely try some pro-active simulation of likely values of the variables. Jay -- JVVerkuilen, PhD jvverkuilen@gmail.com "It is like a finger pointing away to the moon. Do not concentrate on the finger or you will miss all that heavenly glory." --Bruce Lee, Enter the Dragon (1973) * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: ML program in Stata 12.1 for a nonlinear equation of the form Y=F(x)*G(z)***From:*Antony Chapoto <achapoto@gmail.com>

**References**:**st: ML program in Stata 12.1 for a nonlinear equation of the form Y=F(x)*G(z)***From:*Antony Chapoto <achapoto@gmail.com>

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