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Re: st: Why does nl call all parameters as "_cons"?


From   Richard Sweeney <sweeney.richard@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Why does nl call all parameters as "_cons"?
Date   Fri, 24 May 2013 11:26:54 -0400

Got it. Thanks a lot for the explanation.

Rich

On Fri, May 24, 2013 at 2:55 AM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> The complete name of the first coefficient is not _cons but
> bA_const:_cons, the part before the colon is the equation to which the
> coefficient belongs the second part after the colon the variable. This
> system works well for almost all estimation commands in Stata, but in
> -nl- you pay the price for the high flexibility of that command, and
> you will just have to live with the awkward naming conventions that
> result.  This means you will later on have to refer to the
> coefficients using the entire name, i.e. including the equation,
> rather than the short-cut of refering to coefficients by just the
> variable name. You can find the complete names by typing after you
> estimated your -nl- model: -nl, coeflegend-.
>
> Hope this helps,
> Maarten
>
>
> On Fri, May 24, 2013 at 12:09 AM, Richard Sweeney
> <sweeney.richard@gmail.com> wrote:
>> I'm using nl to estimate a CES production function. Here is a simple example:
>>
>> eststo: nl (logy = {bA: const log_tot_cap} + log( (exp({b: const
>> xb})*x1^({rho}) + x2^({rho})) / {rho} ) ), ///
>> init(rho 2) eps(1e-5) hasconstant(bA_const)
>>
>> Stata's default output looks as expected. However, when I use esttab
>> (or matrix list), the coefficients all have "_cons" added on at the
>> end. For example:
>>
>> ----------------------------
>>                       (1)
>>                      logy
>> ----------------------------
>> bA_const
>> _cons              -3.354***
>>                 (-129.98)
>> ----------------------------
>> bA_log_tot~p
>> _cons               0.589***
>>                  (204.35)
>> ----------------------------
>> b_const
>> _cons               0.102***
>>                    (5.14)
>> ----------------------------
>> b_xb
>> _cons              -0.114***
>>                  (-11.49)
>> ----------------------------
>> rho
>> _cons               0.438***
>>                  (162.21)
>> ----------------------------
>> N                   32704
>> ----------------------------
>>
>> Can someone please tell me what this means? In what sense are these
>> parameters constant?
>>
>> Finally, does anyone know how to suppress this suffix? It makes it
>> difficult to refer to specific variables later on when using esttab,
>> since they're all called "_cons".
>>
>> Thank you
>>
>> Rich
>> *
>> *   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/
>
>
>
> --
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
> *
> *   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:
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