Re: st: Solving a System of Equation in Stata

[Austin Nichols <austinnichols@gmail.com>]

C.T. Shehzad <C.T.Shehzad@rug.nl>:
Your program has a number of mistakes, e.g. `vfs' not a tempname and
`svf' and `d1' not defined, but I doubt it will ever do what you
want--do you have 150540 obs on a varlist (equity debt ustbill), and
you want to calculate something for each observation separately?
Perhaps you should lay out carefully what you are trying to do.

On Wed, Jun 2, 2010 at 8:39 AM, C.T. Shehzad <C.T.Shehzad@rug.nl> wrote:
> Dear Maarten:
>
> Thanks for your reply.
>
> I tried to program using nl command but I get error. Apparently things
> look in line with your suggested thread and stata help. can you spot
> something that I am doing wrong? My program is blow.
>
> Thanks and best regards,
>
> Tanveer
> . program nltanveer
>  . syntax varlist (min=1 max=1) [if], at(name)
>  . tempname vf svf zd1 zd2
>  . scalar `vf' = `at'[1,1]
>  . scalar `vfs' = `at'[1,2]
>  . scalar `zd1' = `at'[1,3]
>  . scalar `zd2' = `at'[1,4]
>  . tempvar z545
>  . gen double `z545' = [[equity +
> (debt*(exp^(-ustbill))*normal(`zd2'))]/normal(`zd1')] + 1 - `vf' in 1
>  . replace `z545' = (eqvol*equity)/[(`vf')*normal(`d1') - `svf' in 2
>  . replace `z545' = [[log((`vf')/debt) + (ustbill + 0.5*
> (`svf')^2)]/(`svf')] - `zd1' in 3
>  . replace `z545' = `zd1' - `vfs' - `zd2' in 4
>  . replace `varlist' = `z545'
>  . end
>
> . set obs 150540
> obs was 150540, now 150540
> . gen y = 0
> . replace y = 1 in 1
> (1 real change made)
> . nl tanveer @ y, parameters(vf svf zd1 zd2) initial (vf 1 svf 1 zd1 1
> zd2 1)
>
> nltanveer returned 198
> verify that nltanveer is a function evaluator program
> r(198);
>
>
> Maarten buis wrote:
>> --- On Tue, 1/6/10, C.T. Shehzad wrote:
>>
>>> I am trying to solve a system of equation in stata. I
>>> understand how to do it in excel but its
>>> implementation in stata looks problematic so your
>>> help will be quite useful.
>>>
>>
>> http://www.stata.com/support/faqs/lang/nl.html

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