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From |
Antony Chapoto <achapoto@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 |
Sun, 7 Apr 2013 20:27:50 +0000 |

Thanks a lot Jay. Let me try out -nl-. Antony On Sun, Apr 7, 2013 at 1:09 AM, JVerkuilen (Gmail) <jvverkuilen@gmail.com> wrote: > 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/ -- Antony Chapoto, PhD Post Doctoral Research Associate Food Security Research Project Michigan State University Department of Agricultural Economics Ag Hall 50 East Lansing, MI 48824 Phone: 517-353-1851 (0) 517-402-3569 (C) * * 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/

**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>

**Re: st: ML program in Stata 12.1 for a nonlinear equation of the form Y=F(x)*G(z)***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

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