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st: Trouble with nlsurQUAIDS

From   Derya Karaci <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Trouble with nlsurQUAIDS
Date   Thu, 1 Sep 2011 09:04:59 -0700 (PDT)


I am running Brian Poi's quaids program with five goods. Nlsur command works fine, but when I try to recover the parameters of the last equation by using nlcom, I am getting an error "maximum number of iterations exceeded". How can I overcome this? Any help will be greatly appreciated. 

Here is the part of the code:  

nlsur quaids @ w1 w2 w3 w4 lnp1-lnp5 lnexp, ifgnls nequations(4) ///
param(a1 a2 a3 a4 b1 b2 b3 b4 g11 g12 g13 g14 g22 g23 g24 g34 g33 g44 l1 l2 l3 l4) 

nlcom (a1:_b[/a1]) (a2:_b[/a2]) (a3:_b[/a3]) (a4:_b[/a4]) ///
(a5:1-_b[/a1]-_b[/a2]-_b[/a3]- _b[/a4]) ///
      (b1:_b[/b1]) (b2:_b[/b2]) (b3:_b[/b3]) (b4:_b[/b4]) ///
         (b5:-_b[/b1]-_b[/b2]-_b[/b3]-_b[/b4]) ///
      (g11:_b[/g11]) (g12:_b[/g12]) (g13:_b[/g13]) (g14:_b[/g14]) ///
         (g15:-_b[/g11]-_b[/g12]-_b[/g13]-_b[/g14]) ///
      (g22:_b[/g22]) (g23:_b[/g23]) (g24:_b[/g24]) ///
         (g25:-_b[/g12]-_b[/g22]-_b[/g23]-_b[/g24]) ///
      (g33:_b[/g33]) (g34:_b[/g34]) ///
    (g35:-_b[/g13]-_b[/g23]-_b[/g33]-_b[/g34]) ///
 (g44:_b[/g44]) ///
    (g45:-_b[/g14]-_b[/g24]-_b[/g34]-_b[/g44]) ///
 (g55:-(_b[/g11]-_b[/g12]-_b[/g13]-_b[/g14]) - ///
    (_b[/g12]-_b[/g22]-_b[/g23]-_b[/g24]) - ///
    (_b[/g13]-_b[/g23]-_b[/g33]-_b[/g34]) - ///
(_b[/g14]-_b[/g24]-_b[/g34]-_b[/g44])) ///
(l1:-_b[/l1]) (l2:-_b[/l2]) (l3:-_b[/l3]) (l4:-_b[/l4])///

Maximum number of iterations exceeded.


I am running this code on two separate datasets. One works fine but not the other. Thank you very much in advance. 

Denise Karaci

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