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st: Separability Restrictions Nlsur Quaids‏‏‏


From   Guilherme Travassos <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Separability Restrictions Nlsur Quaids‏‏‏
Date   Thu, 7 Nov 2013 15:27:51 +0000

Dear Statalisters,

I'm using nlsur Quaids from Brian Poi (2008) to estimate a six group demand system for meat products. But I want to test the system for weak separability too.

My routine is: 

nlsur quaids @ w1 w2 w3 w4 w5 lnp1 lnp2 lnp3 lnp4 lnp5 lnp6 lnexp lnpindex urban norte nordeste sudeste centro_oeste anosestudo mulherchefe crian_adolesc idoso lnMr_est fe1 fe2 fe3 fe4 fe5 F1 F2 F3 F4 F5, ifgnls nequations(5) param(a1 a2 a3 a4 a5 b1 b2 b3 b4 b5 g11 g12 g13 g14 g15 g22 g23 g24 g25 g33 g34 g35 g44 g45 g55 l1 l2 l3 l4 l5 r11 r12 r13 r14 r15 r16 r17 r18 r19 r21 r22 r23 r24 r25 r26 r27 r28 r29 r31 r32 r33 r34 r35 r36 r37 r38 r39 r41 r42 r43 r44 r45 r46 r47 r48 r49 r51 r52 r53 r54 r55 r56 r57 r58 r59 u1 u2 u3 u4 u5 d1 d2 d3 d4 d5) nolog

I'm trying to compare two models: unrestricted model and restricted model. The unrestricted model is fine, but I don't know how to alter the Brian's code to test the weak separability restrictions.
 
My restriction is something like this:

scalar `g14' = ((`a4' + `b4')/(`a3' + `b3'))*(`g13' + `a1'*`a3') - `a1'*`a4'    
scalar `g16' = ((`a6' + `b6')/(`a5' + `b5'))*(`g15' + `a1'*`a5') - `a1'*`a6'
scalar `g24' = ((`a4' + `b4')/(`a3' + `b3'))*(`g23' + `a2'*`a3') - `a2'*`a4'
scalar `g26' = ((`a6' + `b6')/(`a5' + `b5'))*(`g25' + `a2'*`a5') - `a2'*`a6'
scalar `g34' = ((`a4' + `b4')/(`a3' + `b3'))*(`g33' + `a3'*`a3') - `a3'*`a4'             
scalar `g36' = ((`a6' + `b6')/(`a5' + `b5'))*(`g35' + `a3'*`a5') - `a3'*`a6'
scalar `g44' = ((`a4' + `b4')/(`a3' + `b3'))*(`g43' + `a4'*`a3') - `a4'*`a4'
scalar `g46' = ((`a6' + `b6')/(`a5' + `b5'))*(`g45' + `a4'*`a5') - `a4'*`a6'
scalar `g56' = ((`a6' + `b6')/(`a5' + `b5'))*(`g55' + `a5'*`a5') - `a5'*`a6'

When I start the model, the stata send me this message:

could not evaluate equation 1
starting values invalid or some RHS variables have missing values
r(480);

Can anyone help me?
I really appreciate it! 		 	   		  

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