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Re: st: Nonlinear regression syntax
From
David Ashcraft <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Nonlinear regression syntax
Date
Sat, 19 Jan 2013 04:39:09 -0800 (PST)
rg, algebraic expression and gfc are parameters to be estimated and that's why I used braces {}. gamma and ci are constants. in the first line: rg and moveave are variables where moveave is the quarterly moving average of rg.
You mentioned that a brace is omitted. I do not see the omitted brace. Can you please point out the missing brace in the following?
nl (rx={rg}+{rg*(1+exp(-gamma*(moveave-ci)))^-1}+{gfc})
Regards
David
----- Original Message -----
From: Nick Cox <[email protected]>
To: [email protected]
Cc:
Sent: Saturday, January 19, 2013 2:59:01 PM
Subject: Re: st: Nonlinear regression syntax
Did you type _exactly_ the first line? If "rg" is a parameter to be
estimated, then a brace "}" has been omitted. Is "gamma" really a
variable as implied by your syntax?
In general, there seems confusion here over algebraic conventions and
Stata rules. In algebra you can use braces { } using similar rules to
parentheses () and brackets []: i.e. they are all delimiters and must
just match and nest logically. But in -nl- expressions braces {} have
a special meaning to indicate parameters to be estimated and makes no
sense otherwise.
Nick
On Sat, Jan 19, 2013 at 11:12 AM, David Ashcraft
<[email protected]> wrote:
> I want to run the following model as a non-linear regression:
>
> nl (rx={rg}+{rg*(1+exp(-gamma*(moveave-ci)))^-1}+{gfc})
>
> where rx is dependent variable. when I run this model Stata gives the error code: r(480); starting values invalid or some RHS variables have missing values
>
>
> As a second option, I solved the non-linear function outside the equation by having a new variable fm={rg*(1+exp(-gamma*(moveave-ci)))^-1} and run again:
>
> nl (rx={rg}+{fm}+{gfc})
>
> Now I get the results with omitted values for fm.
>
> I don't know where is my mistake. Any help will be greatly appreciated.
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