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st: how to solve nonlinear equations numerically

From   "Oleksii Birulin" <[email protected]>
To   <[email protected]>
Subject   st: how to solve nonlinear equations numerically
Date   Sun, 20 Jan 2008 20:21:58 +1100

Hi everybody,
I need to solve nonlinear equations numerically. I have read this faq: 
My case is a bit different, however: I have to solve N (where N is very large) independent nonlinear equations. 
It seems that I cannot solve them in a cycle one by one (and if would probably be inefficient either) because Stata then thinks I have just one equation with N observations. 
And I have not found a way for nl to solve all the equations altogether. It seems that the parameters of nl should be specified as scalars. I cannot do that N times. And N is too large for Stata to operate with my variables as vectors.
In short, I am estimating a model by maximum likelihood, but my estimation equation is nonlinear and does not have a closed form solution. 
So, for every ML iteration I need to step outside of ML and solve for my parameters numerically.
Will be grateful for any help.


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