Dear all,
I am trying to estimate a non-linear model of the form
Depvar = linear combination of 300 fixed effect dummy variables + alpha
* (log(linear combination of 10 variables)) + beta * (log(linear
combination of 10 other variables))
Stata doesn't like that and tells me
"error #130 occurred in evaluating expression
expression too long"
The matter is not the length of the command I feed Stata as measured in
terms of characters or lines : it is actually only a few lines long (see
below). Apparently it is the number of parameters to estimate, or of
variables, that causes the problem.
Does anybody know of a way I could estimate this nonetheless with Stata?
If I could just get the fixed effects out of the model specification,
but still have Stata take them into account, I would be happy as well,
but it seems like there is no such option for nl (as opposed to xtreg's
fe option).
I checked in the Statalist archives, but apparently last time someone
asked this the question remained pretty much open.
(Below is the model I try to feed Stata)
#delimit ;
nl (lmv=
{mu1} + {ttw: ttw*}
+ {alpha}*(log(
u1+{t1:u0 u2 u3 u4 u5 u6 u7 u8 u9}
))
+ {beta}*(log(
v1+{z1:v2 v3 v4 v5 v6 v7 v8 v9}
))),
initial(
t1_u0 .1 t1_u2 .1 t1_u3 .1 t1_u4 .1 t1_u5 .1 t1_u6 .1 t1_u7 .1 t1_u8 .1
t1_u9 .1
z1_v2 .1 z1_v3 .1 z1_v4 .1 z1_v5 .1 z1_v6 .1 z1_v7 .1 z1_v8 .1 z1_v9 .1
);
#delimit cr
*
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