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st: Result of nlsur and some problem!


From   cham xue <[email protected]>
To   [email protected]
Subject   st: Result of nlsur and some problem!
Date   Thu, 25 Jul 2013 00:47:36 -0700 (PDT)

Dear statalists: 
    I'm doing my research concerning nlsur,there are several doubts bear in
my mind from the result that stata gives : 
FGNLS regression 
--------------------------------------------------------------------- 
       Equation |       Obs  Parms       RMSE      R-sq     Constant 
----------------+---------------------------------------------------- 
 1         lnca |        20      .   .0142847    1.0000*      (none) 
 2           sl |        20      .   .0067662    0.9995*      (none) 
 3           se |        20      .   .0090048    0.9995*      (none) 
--------------------------------------------------------------------- 
* Uncentered R-sq 

------------------------------------------------------------------------------ 
             |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval] 
-------------+---------------------------------------------------------------- 
         /z0 |  -782.0965          .        .       .            .          
. 
         /z1 |  -.0088672   .0026679    -3.32   0.001    -.0140962  
-.0036382 
         /z2 |   5.132203   1.000947     5.13   0.000     3.170383   
7.094023 
        /z14 |   .0007173   .0001176     6.10   0.000     .0004869   
.0009478 
        /z24 |  -.1857547    .049265    -3.77   0.000    -.2823122  
-.0891971 
        /z15 |  -.0002366   .0000209   -11.34   0.000    -.0002775  
-.0001957 
        /z25 |   .0545494   .0107154     5.09   0.000     .0335476   
.0755512 
        /z11 |   .0011035   .0001226     9.00   0.000     .0008631   
.0013438 
        /z12 |  -.0003213    .000093    -3.46   0.001    -.0005036  
-.0001391 
        /z22 |   .3592626   .0348429    10.31   0.000     .2909717   
.4275535 
         /k1 |    .109157          .        .       .            .          
. 
         /k2 |   22.75873          .        .       .            .          
. 
         /k3 |   35.67095          .        .       .            .          
. 
          /b |   1.002294          .        .       .            .          
. 
         /z4 |   88.15114   .1810855   486.79   0.000     87.79622   
88.50606 
         /z5 |  -13.48022   .1781426   -75.67   0.000    -13.82937  
-13.13107 
        /z45 |   .7517334   .0089341    84.14   0.000     .7342229    
.769244 
        /z44 |  -4.868163   .0189082  -257.46   0.000    -4.905223  
-4.831104 
        /z55 |  -.1081436    .003327   -32.51   0.000    -.1146643  
-.1016228 
------------------------------------------------------------------------------ 

Part of the program is presented as follows: 
tempname z21 z22 z23 
tempname z31 z32 z33 
 scalar `z11'=`at'[1,8] 
 scalar `z12'=`at'[1,9] 
scalar `z13'=-`z11'-`z12' 
scalar `z21' =`z12' 
scalar `z22'=`at'[1,10] 
scalar `z23'=-`z21'-`z22' 
scalar `z31' =`z13' 
scalar `z32'=`z23' 
scalar `z33'=-`z31'-`z32' 
tempname k1 k2 k3 
   scalar `k1'=`at'[1,11] 
   scalar `k2'=`at'[1,12] 
   scalar `k3'=`at'[1,13] 
tempname b z4 z5 z45 z44 z55 
scalar `b'=`at'[1,14] 
scalar `z4'=`at'[1,15] 
scalar `z5'=`at'[1,16] 
scalar `z45'=`at'[1,17] 
scalar `z44'=`at'[1,18] 
scalar `z55'=`at'[1,19] 
quietly{ 
replace
`lnca'=`z0'+`z4'*ln(y)+0.5*`z44'*(ln(y))^2+`z14'*ln(y)*ln(`k1'*pl)+`z24'*ln(y)*ln(`k2'*pk)+`z34'*ln(y)*ln(`k3'*pe)+`z1'*ln(`k1'*pl)+`z2'*ln(`k2'*pk)+`z3'*ln(`k3'*pe)+0.5*`z11'*(ln(`k1'*pl))^2+0.5*`z22'*(ln(`k2'*pk))^2+0.5*`z33'*(ln(`k3'*pe))^2+`z12'*ln(`k1'*pl)*ln(`k2'*pk)+`z13'*ln(`k1'*pl)*ln(`k3'*pe)+`z23'*ln(`k2'*pk)*ln(`k3'*pe)+`z15'*ln(`k1'*pl)*`t'+`z25'*ln(`k2'*pk)*`t'+`z35'*ln(`k3'*`pe')*`t'+`z5'*`t'+0.5*`z55'*`t'^2+`z45'*ln(`y')*`t'+ln((`z1'+`z15'*`t'+`z11'*ln(`k1'*`pl')+`z12'*ln(`k2'*`pk')+`z13'*ln(`k3'*`pe')+`z14'*ln(`y'))/`k1'+(`z2'+`z25'*`t'+`z12'*ln(`k1'*`pl')+`z22'*ln(`k2'*`pk')+`z23'*ln(`k3'*`pe')+`z24'*ln(`y'))/`k2'+(`z3'+`z35'*`t'+`z13'*ln(`k1'*`pl')+`z32'*ln(`k2'*`pk')+`z33'*ln(`k3'*`pe')+`z34'*ln(`y'))/`k3')+ln(1/`b')
`if'   
replace
`sl'=((`z1'+`z15'*`t'+`z11'*ln(`k1'*`pl')+`z12'*ln(`k2'*`pk')+`z13'*ln(`k3'*`pe')+`z14'*ln(`y'))/`k1')/((`z1'+`z15'*`t'+`z11'*ln(`k1'*`pl')+`z12'*ln(`k2'*`pk')+`z13'*ln(`k3'*`pe')+`z14'*ln(`y'))/`k1'+(`z2'+`z25'*`t'+`z12'*ln(`k1'*`pl')+`z22'*ln(`k2'*`pk')+`z23'*ln(`k3'*`pe')+`z24'*ln(`y'))/`k2'+(`z3'+`z35'*`t'+`z31'*ln(`k1'*`pl')+`z32'*ln(`k2'*`pk')+`z33'*ln(`k3'*`pe')+`z34'*ln(`y'))/`k3')
`if'         
replace
`se'=((`z3'+`z35'*`t'+`z31'*ln(`k1'*`pl')+`z32'*ln(`k2'*`pk')+`z33'*ln(`k3'*`pe')+`z34'*ln(`y'))/`k3')/((`z1'+`z15'*`t'+`z11'*ln(`k1'*`pl')+`z12'*ln(`k2'*`pk')+`z13'*ln(`k3'*`pe')+`z14'*ln(`y'))/`k1'+(`z2'+`z25'*`t'+`z12'*ln(`k1'*`pl')+`z22'*ln(`k2'*`pk')+`z23'*ln(`k3'*`pe')+`z24'*ln(`y'))/`k2'+(`z3'+`z35'*`t'+`z31'*ln(`k1'*`pl')+`z32'*ln(`k2'*`pk')+`z33'*ln(`k3'*`pe')+`z34'*ln(`y'))/`k3')
`if' 
} 
end 

the problems are: 
1) Why some information of the results of z0、k1、k2、k3、b  are missing? 
2)How to make the stata return asymptotic t-statistics? 
3) The results are varied from different initial values,why the examples
from the stata manual didn't give an initial value for the parameters,but
when I remove the initial values,stata will report an error. 
4) How to normalize k1 to 1 compared to k2 and k3 before estimation in
stata? 
5) How to do wald test after nlsur? 

Thank you very much for your attention! 
cham xue 



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