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st: Adjusting Brian Poi's nlsurquaid.ado by removing symmetry conditions and `at' in -nl-


From   Alex Olssen <Alex.Olssen@motu.org.nz>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Adjusting Brian Poi's nlsurquaid.ado by removing symmetry conditions and `at' in -nl-
Date   Wed, 23 Feb 2011 15:35:15 +1300

Dear Statlisters,

My end goal is to estimate a nonlinear system of equations with adding up constraints similar to the QUAIDS model estimated by Brian Poi 2002 and 2008 in the Stata Journal.
Now I am trying to make one adjustment at a time to nlsurquaids.ado to get a handle on altering this function evaluator program.

Right now I am stuck trying to remove the symmetry conditions.  I am not actually estimating a demand system and I do not want the Slutsky symmetry conditions.
I altered nlsurquaids.ado by replacing all the lines that were similar to

scalar `g21' = `g12'    with     scalar `g21'=`at'[1,10]

and bumped the numbering of the [1,x] down for everything else so they didn't overlap.  Removing symmetry conditions left me with 21 parameters to estimate as opposed to Poi's 15 - the symmetry conditions constrain 6 elements below the diagonal.
I then changed the nlsur call from

nlsur quaids @ ... param(a1 a2...)  to include g21, g32 and g33 as parameters as they are no longer inferred from symmetry.

However running the code now gives me the following error messages
"could not evaluate equation 1
starting values invalid or some RHS variables have missing values"

I have successfully made another adjustment earlier and it all worked fine.
I actually don't understand what the `at' is really doing in function evaluator programs in -nl- .  I read the documentation but didn't manage to pick up what `at' was doing from there on my own.
Any help in explaining `at' or guidance with why my removal of symmetry conditions isn't working would be very much appreciated.

Kind regards,

Alex Olssen
Research Analyst
Motu Economic & Public Policy Research
Ph 939 4250  Fax 939 4251
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