Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: RE: nl-function log4-formula
From
Jennyfer Wolf <[email protected]>
To
[email protected]
Subject
Re: st: RE: nl-function log4-formula
Date
Wed, 16 Nov 2011 16:10:17 +0100
Dear Nick, dear Brian,
thanks a lot for your answers which were of big help!
Jennyfer
2011/11/16 Brian P. Poi <[email protected]>:
> Jennyfer Wolf wrote:
>>
>> Dear Nick,
>>
>> thanks for your answer.
>> I tried with the parantheses outside:
>>
>> 2. nl(VAR1={b0}+{b1}/(1+exp(-{b2}*(VAR2-{b3})))) if VAR3=="xxx"
>>
>> It does not change anything. Still I don't get same reults as with
>> log4 and only an estimate for b0.
>> Would you have another idea?
>>
>> Thank you!
>> Jennyfer
>
> The difference between using -nl-'s log4 routine and typing in the
> substitutable expression yourself lies with the starting values that -nl-
> uses in its optimization routine. The logistic function that -nl- calls
> log4 is somewhat sensitive to the starting values you use. When you type in
> your own substitutable expression, unless you specify your own starting
> values, -nl- initializes all the parameters to zero. On the other hand,
> -nl-'s log4 routine examines your data to come up with better starting
> values. With sensitive nonlinear functions, it's not unheard of for the
> optimizer to find a different value for the constant term but leave all the
> other parameters at zero; "strange" results like that are usually a good
> indication that you should try different starting values.
>
> For the log4 function y = b0 + b1/(1 + exp(-b2*(x-b3))), -nl- sets b0 to
> slightly less than the smallest value of y in your data and sets b1 to
> slightly more than the difference between the largest and smallest values of
> y. b2 and b3 are initialized based on a linear regression that uses a
> transformation of y as the dependent variable. To see the nitty gritty
> details, you can type in
>
> . viewsource nllog4.ado
>
> The program code in between the -quietly- braces gets the initial values.
>
>
> Brian P. Poi
> Senior Economist
> StataCorp LP
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/