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# st: Problems programming nl least squares

 From "Paola De Agostini" <[email protected]> To <[email protected]> Subject st: Problems programming nl least squares Date Mon, 17 Nov 2003 15:41:45 -0000

```Dear statalisters,

I am having some trouble programming an nl-command. I would like to
program the following function:

replace `1'=  (\$B0 + \$B1*x1 + \$B2*x2 + \$B3*x3)*exp( \$GF*Z)

Where X are individual characteristics, Z is ln of hhld income and \$Bi
and \$GF are parameters to be estimated.

My problems arise when I increase the number of explanatory vars X. In
this case my command line becomes too long (more than 255 characters).
Therefore I defined the sum of beta times X over `i' using a loop as
shown below.

program define nlexercise4_1
version 8.0
if "`1'"=="?" {

[parameters definition]
[parameters initialization]

exit
}

local sum = 0
forvalues i = 1/3 {
local sum= `sum' + \${B`i'}* x`i'
}

replace `1'=  (\$B0 + `sum')*exp( \$GF*Z)
End

Results:

(stata4_1)
------------------------------------------------------------------------
------
milkcq |      Coef.   Std. Err.      t    P>|t|     [95% Conf.
Interval]
-------------+----------------------------------------------------------
------
B0 |   178.1014   8.751873    20.35   0.000     160.9446
195.2581
B1 |   116.3971          .        .       .            .
.
B2 |   142.4194          .        .       .            .
.
B3 |   114.4872          .        .       .            .
.
GF |   .0219544   .0100062     2.19   0.028     .0023387
.0415701
------------------------------------------------------------------------
------
* Parameter B3 taken as constant term in model & ANOVA table
(SEs, P values, CIs, and correlations are asymptotic approximations)

So, it looks like Stata does not recognize B1, B2 and B3 as parameters
and does not estimate them.

Has anybody encountered a similar problem before? Any hints,
suggestions, references would be very much appreciated :-))

Thank you,

Paola De Agostini

*
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```

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