Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: missing standard error with nonlinear least squares


From   Giulio Zanella <gzstata@tiscali.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: missing standard error with nonlinear least squares
Date   Thu, 30 Mar 2006 16:14:38 +0200

I estimated a nonlinear model using command nl. Stata produced estimates for all of the coefficients. However, the standard error of one such coefficient (and this only) was not computed: a dot replaced the standard error and related statistics cells. Defining dep var Y coefficients b0 to b5 and regressors X1 to X5 (plus constant), the model is:

Y = b0/(1-b3) + b1*X1 + b2*X2 + [(b3*b1+b4)/(1-b3)]*X3 + [b3*b2/(1-b3)]*X4 + [b5/(1-b3)]*X5 + e

I don't understand why Stata can compute the mean of b3 but not its standard error, while - for instance - standard errors associated with b1 and b2 are produced. Any clue?

Many thanks

Giulio Zanella


*
* 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/




© Copyright 1996–2020 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index