Hi -
Some time ago I noticed that when running -nl- with an "if"condition, that
condition is ignored when intitializing the parameter estimates in the first
part of the program. Apparently this is still the case- here's an example:
program define nlt4
args q a x
if "`1'" == "?" {
global S_1 " A V M X0"
summ `x' [w=`a'],det
global X0=r(mean)
global A=r(sd)
global V = 1
global M = 1
exit
}
tempvar xp zf
gen `xp'=`x'-$X0
gen `zf'=-$M*log(1+ `xp'*`xp'/($A*$A) )-$V*atan(`xp'/$A)
cap gen fh=.
replace fh=exp(`zf')
integ fh `xp'
replace fh=fh/r(integral)
replace `1' = fh
end
In thiis program, the initial value of X0 is supposed to be the weighted
mean of `x' - which it does correctly if I only keep the data for lead==8.
. summ x [w=ap] if lead==8
(analytic weights assumed)
Variable | Obs Weight Mean Std. Dev. Min
Max
-------------+--------------------------------------------------------------
---
x | 42 .333115671 100.9182 12.83494 39
152
. preserve
. keep if lead==8
(484 observations deleted)
. nl t4 ap ap x if lead==8,trace
(obs = 42)
Iteration 0:
A = 12.83494
V = 1
M = 1
X0 = 100.9182
residual SS = .0035773
However if I run this -nl- program using the whole data set with the "if'
condition, I get the correct number of observations, but:
. nl t4 ap ap x if lead==8,trace
(obs = 42)
Iteration 0:
A = 15.15218
V = 1
M = 1
X0 = 99.11866
residual SS = .0045832
This initial value of X0 is the weighted mean for all the data - in other
words my "if" is ignored.
. restore
. summ x [w=ap]
(analytic weights assumed)
Variable | Obs Weight Mean Std. Dev. Min
Max
-------------+--------------------------------------------------------------
---
x | 526 4.28911733 99.11866 15.15218 39
154
Any hope of having this problem corrected any time soon?
Al Feiveson
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