I tried to estimate non-linear least squares, but do not understand why
for one of the variables ("gamma") a coefficient is reported but no
standard errors, t-values etc (see regression output below). Something
wrong with my data? Or a sign that the results did not converge?
Thank you for (probably basic) advice!
Albrecht
nl nonlinear ln_scPr, nolog
(obs = 1774)
Source | SS df MS Number of obs
= 1774
-------------+------------------------------ F( 2, 1771) =
3519.79
Model | 542.900573 2 271.450286 Prob > F =
0.0000
Residual | 136.581473 1771 .077121103 R-squared =
0.7990
-------------+------------------------------ Adj R-squared =
0.7988
Total | 679.482045 1773 .383238604 Root MSE =
.2777069
Res. dev. =
485.7322
(nonlinear)
------------------------------------------------------------------------------
ln_scPr | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
alpha | -.2102366 .0025193 -83.45 0.000 -.2151777
-.2052956
beta | -.0284364 .0082815 -3.43 0.001 -.0446789
-.0121938
gamma | 2270.781 . . .
. .
delta | 8.671386 .1372368 63.19 0.000 8.402223
8.940549
------------------------------------------------------------------------------
* Parameter delta taken as constant term in model & ANOVA table
(SE's, P values, CI's, and correlations are asymptotic approximations)
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
