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From |
Nick Cox <njcoxstata@gmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: how to program an equivalent of "egen mean" for an equation |

Date |
Tue, 30 Apr 2013 14:41:37 +0100 |

The specific error here is that you need a space between -egen- and `y'. Stata is thinking that you are referring to a program or command egen__00000F and naturally it doesn't exist. (Temporary variable names created by Stata are all 8 characters long and begin with a double underscore.) I haven't look at the rest of your code. Nick njcoxstata@gmail.com On 30 April 2013 14:15, Francesca Colantuoni <f.colantuoni9@gmail.com> wrote: > I am trying to program a non linear least square function using panel > data. I have to create a sort of "within estimator" by having the > estimation routine compute the average of the function for each value > of the parameters, and such average needs to be plugged back in the > original function in the following fashion: x_st-(mean)x_st=f(beta, > gamma) - value_f((mean)beta,(mean)gamma) > where s=market, t=time. > While x_st-(mean)x_st is observed and I can compute it, I don't know > how to implement the mean of the function in the routine, because I > need to compute it for each estimated value of the parameters, but > also for each individual (market) of the dataset, over time. I have > tried this way, but obviously it does not work: > > program nlfrncs > version 12.1 > > if "`1'" == "?" { > global S_1 "w b_ns b_s g2_ns g2_s g3_ns g3_s" > global w=0 > global b_ns=-1 > global b_s=-2 > global g2_ns=0.5 > global g2_s=0.5 > global g3_ns=0.5 > global g3_s=0.5 > > tempvar Y > quietly { > by market, sort: > egen`Y'=mean(ln($w*exp($b_ns*price1+$g2_ns*price2+$g3_ns*price3)+(1-$w)*(y*exp($b_s*price1+$g2_s*price2+$g3_s*price3)+i*exp($b_s*price1+$g2_s*f_price2+$g3_s*f_price3)))) > , replace > } > exit > > } > replace `1'=ln($w*exp($b_ns*price1+$g2_ns*price2+$g3_ns*price3)+(1-$w)*(y*exp($b_s*price1+$g2_s*price2+$g3_s*price3)+i*exp($b_s*price1+$g2_s*f_price2+$g3_s*f_price3)))-`Y' > end > > I get the error: unrecognized command: egen__00000F > Any suggestion or direction will be greatly appreciated. > Francesca > * > * 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/ * * 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: how to program an equivalent of "egen mean" for an equation***From:*Francesca Colantuoni <f.colantuoni9@gmail.com>

**References**:**st: how to program an equivalent of "egen mean" for an equation***From:*Francesca Colantuoni <f.colantuoni9@gmail.com>

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