* Stata 3.0 version 1.0.0 JPR 6.2.92. * NL - Max likelihood estimation of non-linear model, based on NONLIN.ADO. program define _nlout version 3.0 local level `1' mac def S_1 $S_E_nobs /* Number of observations */ mac def S_2 $S_E_ssm /* model sum of squares */ mac def S_3 $S_E_dfm /* model degrees of freedom */ mac def S_4 $S_E_ssr /* residual sum of squares */ mac def S_5 $S_E_dfr /* residual degrees of freedom */ mac def S_6 $S_E_f /* model F-statistic */ mac def S_7 $S_E_rsq /* R-square */ mac def S_8 $S_E_rsqa /* adjusted R-square */ mac def S_9 $S_E_sdr /* residual root mean square */ mac def S_10 $S_E_devi /* residual deviance (-2 * log likelihood) */ mac def S_11 $S_E_gm2 /* geom mean (y-k)]^2 if lnlsq(k), else 1 */ mac def S_12 $S_E_cnvr /* 0 if convergence failed, 1 otherwise */ #delimit ; di in gr _n " Source | SS df MS " _col(54) "Number of obs = " in ye %9.0f $S_E_nobs ; di in gr "---------+------------------------------" in gr _col(54) "F(" %3.0f $S_E_dfm "," %6.0f $S_E_dfr ") = " in ye %9.2f $S_E_f ; di in gr " Model | " in ye %11.0g $S_E_ssm " " %5.0f $S_E_dfm " " %11.0g $S_E_msm in gr _col(54) "Prob > F = " in ye %9.4f fprob($S_E_dfm,$S_E_dfr,$S_E_f) ; di in gr "Residual | " in ye %11.0g $S_E_ssr " " %5.0f $S_E_dfr " " %11.0g $S_E_msr in gr _col(54) "R-square = " in ye %9.4f $S_E_rsq ; di in gr "---------+------------------------------" in gr _col(54) "Adj R-square = " in ye %9.4f $S_E_rsqa ; di in gr " Total | " in ye %11.0g $S_E_sst " " %5.0f $S_E_dft " " %11.0g $S_E_sst/$S_E_dft in gr _col(54) "Root MSE = " in ye %9.0g $S_E_sdr ; di in gr _col(54) "Res. dev. = " in ye %9.0g $S_E_devi ; #delimit cr /* Display coefficients, standard errors and ci's */ if `level'<10 | `level'>99 { local level $S_level } local invt = invt($S_E_dfr, `level'/100) local skip = 8-length("$S_E_depv") di in gr "$S_E_ttl" if "$S_E_ttl2" != "" { di "$S_E_ttl2" } di in gr _dup(78) "-" di in gr _skip(`skip') /* */ "$S_E_depv | Coef. Std. Err. t P>|t| [`level'% Conf. Interval]" di in gr _dup(78) "-" parse "$S_E_rhs", parse(" ") local j 1 while `j' <= $S_E_np { * ``j'' is name * parameter value is ${`name'} = ${``j''} local name "``j''" local tst = ${`name'}/_se[`name'] local tprob = tprob($S_E_dfr,`tst') local cil = ${`name'}-`invt'*_se[`name'] local cih = ${`name'}+`invt'*_se[`name'] if $S_E_cj == `j' { local star "*" } else local star " " local skip = 8-length("`name'") #delimit ; di in gr _skip(`skip') "`name'`star'|" in ye " " %9.0g ${`name'} " " %9.0g _se[`name'] " " %9.3f `tst' " " %6.3f `tprob' " " %9.0g `cil' " " %9.0g `cih' ; #delimit cr local j = `j'+1 } di in gr _dup(78) "-" if $S_E_cj ~= 0 { di in gr /* */ "* Parameter taken as constant term in model & ANOVA table" } * di _n in gr "Correlations between parameter estimates" * correlate, _coef di in gr /* */ " (SE's, P values, CI's, and correlations are asymptotic approximations)" if $S_E_cnvr ~= 1 { error 430 } end