Bookmark and Share

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]

st: How to solve a system of nonlinear equations with cross-equation correlations?


From   Amy Wang <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: How to solve a system of nonlinear equations with cross-equation correlations?
Date   Thu, 19 Sep 2013 19:09:14 +0000

Hi all,

I try to solve a system of nonlinear equations with STATA. 
My data looks like this:
id        s                   x              e
1  .0064259    -1.008586        ?
1  .2882765	2.701381        ?
1  .1368153	2.010069        ?
where id=1,2,3,...J,

Formula: s_j=exp(x_j+e_j)/A, and A=(1+exp(x_1+e_1)+...+exp(x_j+e_j)+...+exp(x_J+e_J))
I have exactly J equations with J unknowns. I want to know e_js.

I found http://www.stata.com/support/faqs/programming/system-of-nonlinear-equations/ and http://www.stata.com/statalist/archive/2011-06/msg00674.html
but I don't know how to add "A".
I also found "nlsur", which allows me to add "A". Here is what I did.
[1] I reformatted the data as the following:
id     	s1	      x1	            s2	             x2	      s3	   x3	             s11	    x11	     s22	          x22   	    s33	   x33
1	.0064259	-1.008586	.2882765	2.701381	.1368153	2.010069	.0064259	-1.008586				
1	.0064259	-1.008586	.2882765	2.701381	.1368153	2.010069			                 .2882765	2.701381		
1	.0064259	-1.008586	.2882765	2.701381	.1368153	2.010069					                                        .1368153	2.010069	
...
code is as the following:
nlsur (s11=exp(x11+{e1})/(1+exp(x1+{e1})+exp(x2+{e2})+...exp(xJ+{eJ}))) /*
*/     (s22=exp(x22+{e2})/(1+exp(x1+{e1})+exp(x2+{e2})+...exp(xJ+{eJ}))) /*
*/ ... (sJJ=exp(xJJ+{eJ})/(1+exp(x1+{e1})+exp(x2+{e2})+...exp(xJ+{eJ})))

STATA returns "cannot have fewer observations than parameters". 

Can anyone give me some hint to proceed? 

Thanks, Amy 		 	   		  
*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index