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From | RD <r_distante@yahoo.it> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: nlsur function evaluator program QUAIDS with demographics |
Date | Fri, 8 Mar 2013 15:39:24 +0000 (GMT) |
Dear Statalist-ers, I am trying to write a function evaluator program using -nlsur- in Stata 12 to estimate a QUAIDS model (Banks et al., Restat 1997) with household demographics. So far, I had no success, as Stata returns an error message: 'nlsurtry returned 199 - di as error "verify that nlsur`eqn' is a function evaluator program" = di as error "verify that nlsurtry is a function evaluator program" verify that nlsurtry is a function evaluator program - exit _rc' I do not understand what I am doing wrong. Also, copying the nlsurquaids program (st0029_1) by Brian Poi (2008) - which works properly - in a .ado file with a different name, placed in the same directory or in other directories "sysdir set", Stata returns the same exact error. I am puzzled. Another silly question: is it possible to write a function evaluator program including, e.g., 15 "potential" demographic variables, but practically feeding it with, say, 7? I was wondering it because otherwise I should write different programs for different sets of demographics. Last, but not least, when I use -nlcom- to compute elasticities, should I type variable mean values (for the full sample or for a subsample) to be multiplied to the coefficients or it is allowed to type variable names? Here follows the code, slightly modified to include only one demographic variable (z1), which I plan to enlarge with more demographics. Thanks in advance for your help. // Demographics z_k enter as taste-shifters into the share equations and, // to mantain integrability, are part of the a_i terms in the price index: // ln[a(p)] = a_0 + sum_i[a_i + sum_k(a_ik*z_k)]*ln(p_i) + // 1/2*sum_isum_j[g_ij*ln(p_i)*ln(p_j)] // the model in share form looks like: // w_i = a_i + sum_k(a_ik*z_k) + sum_j[g_ij*ln(p_j)] + b_i*ln[m/a(p)] + // [l_i/b(p)]*ln[m/a(p)]^2 // where w_i=share of good i, p_i=price of good i, etc. // b(p)=prod_i(p_i^b_i) program nlsurtry version 10 syntax varlist(min=9 max=9) if, at(name) tokenize `varlist' args w1 w2 w3 lnp1 lnp2 lnp3 lnp4 lnm z1 tempname a1 a2 a3 a4 scalar `a1' = `at'[1,1] scalar `a2' = `at'[1,2] scalar `a3' = `at'[1,3] scalar `a4' = 1 - `a1' - `a2' - `a3' tempname az11 az12 az13 az14 scalar `az11' = `at'[1,4] scalar `az12' = `at'[1,5] scalar `az13' = `at'[1,6] scalar `az14' = -`az11' - `az12' - `az13' tempname b1 b2 b3 b4 scalar `b1' = `at'[1,7] scalar `b2' = `at'[1,8] scalar `b3' = `at'[1,9] scalar `b4' = -`b1' - `b2' - `b3' tempname g11 g12 g13 g14 tempname g21 g22 g23 g24 tempname g31 g32 g33 g34 tempname g41 g42 g43 g44 scalar `g11' = `at'[1,10] scalar `g12' = `at'[1,11] scalar `g13' = `at'[1,12] scalar `g14' = -`g11' - `g12' - `g13' scalar `g21' = `g12' scalar `g22' = `at'[1,13] scalar `g23' = `at'[1,14] scalar `g24' = -`g21' - `g22' - `g23' scalar `g31' = `g13' scalar `g32' = `g23' scalar `g33' = `at'[1,15] scalar `g34' = -`g31' - `g32' - `g33' scalar `g41' = `g14' scalar `g42' = `g24' scalar `g43' = `g34' scalar `g44' = -`g41' - `g42' - `g43' tempname l1 l2 l3 l4 scalar `l1' = `at'[1,16] scalar `l2' = `at'[1,17] scalar `l3' = `at'[1,18] scalar `l4' = -`l1' - `l2' - `l3' quietly { tempvar lnpindex gen double `lnpindex' = 5 + `a1'*`lnp1' + `a2'*`lnp2' + `a3'*`lnp3' + `a4'*`lnp4' + `az11'*`z1'*`lnp1' + `az12'*`z1'*`lnp2' + `az13'*`z1'*`lnp3' + `az14'*`z1'*`lnp4' forvalues i = 1/4 { forvalues j = 1/4 { replace `lnpindex' = `lnpindex' + 0.5*`g`i'`j''*`lnp`i''*`lnp`j'' } } tempvar bofp gen double `bofp' = 0 forvalues i = 1/4 { replace `bofp' = `bofp' + `lnp`i''*`b`i'' } replace `bofp' = exp(`bofp') replace `w1' = `a1' + `az11'*`z1' + `g11'*`lnp1' + `g12'*`lnp2' + `g13'*`lnp3' + `g14'*`lnp4' + `b1'*(`lnm' - `lnpindex') + `l1'/`bofp'*(`lnm' - `lnpindex')^2 replace `w2' = `a2' + `az12'*`z1' + `g21'*`lnp1' + `g22'*`lnp2' + `g23'*`lnp3' + `g24'*`lnp4' + `b2'*(`lnm' - `lnpindex') + `l2'/`bofp'*(`lnm' - `lnpindex')^2 replace `w3' = `a3' + `az13'*`z1' + `g31'*`lnp1' + `g32'*`lnp2' + `g33'*`lnp3' + `g34'*`lnp4' + `b3'*(`lnm' - `lnpindex') + `l3'/`bofp'*(`lnm' - `lnpindex')^2 } end * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/