RE: st: Two seemingly similar NL estimations give different results

["Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>]

Nick,

Maybe I'm missing something but I don't see how that addresses Michael's problem.

As far as I can tell, his two nlexppremia programs are functionally identical.

The first one replaces the contents of the variable `lhs' (first arg passed to the program) in two steps, depending on the value of `s' (second arg).

The second one creates a tempvar `RHS' and gives the same contents, again in two steps depending on `s'.  Then it assigns the values of `RHS' to `lhs'.

So when the two programs are done running, they both should have replaced the contents of `lhs' with exactly the same thing (hence functionally identical).  Or at least that how it looks to Michael (and to me).

Unless there is a typo lurking in one or the other, I'm puzzled too...

--Mark

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
> Sent: 23 January 2014 10:48
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: Two seemingly similar NL estimations give different results
> 
> As I read this, every time it is called, -nl- replaces parameters with
> values from the matrix you specified. That reduces the scope for
> moving away from those initial values.
> Nick
> njcoxstata@gmail.com
> 
> 
> On 23 January 2014 09:21, Michael Boehm <michael.boehm1@gmail.com>
> wrote:
> > Dear Nick,
> >
> > Thanks for your answer. I am not quite sure I understand it though.
> > All the parameters we estimate are free to vary in both
> > implementations of the -nl- command (more detailed code below), but
> > the estimates are different. Or do I misunderstand something?
> >
> > program nlexppremia
> > version 13.1
> > syntax varlist(min=4 max=4) [aw fw iw] if, at(name)
> >
> > // Retrieve variables
> >         local lhs:    word 1 of `varlist'
> >         local s:       word 2 of `varlist'
> >         local j:       word 3 of `varlist'
> >         local e:       word 4 of `varlist'
> >
> > // Retrieve parameters, stored in "at"
> > tempname bG pi lambdaL1_0 lambdaL2_0 lambdaEL1_0 lambdaEL2_0
> > lambdaL1_1 lambdaL2_1 lambdaEL1_1 lambdaEL2_1
> >     scalar `bG' = `at'[1,1]
> >     scalar `pi' = `at'[1,2]
> >     scalar `lambdaL1_0' = `at'[1,3]
> >     scalar `lambdaL2_0' = `at'[1,4]
> >     scalar `lambdaEL1_0' = `at'[1,5]
> >     scalar `lambdaEL2_0' = `at'[1,6]
> >     scalar `lambdaL1_1' = `at'[1,7]
> >     scalar `lambdaL2_1' = `at'[1,8]
> >     scalar `lambdaEL1_1' = `at'[1,9]
> >     scalar `lambdaEL2_1' = `at'[1,10]
> >
> > // replace the lhs directly:
> >     replace `lhs' = `bG'+(`lambdaL1_0'*j+`lambdaL2_0'*j^2) +
> > log(1+`pi'*exp(`lambdaEL1_0'*j+`lambdaEL2_0'*j^2)*`e') if `s'==0
> >     replace `lhs' = `bG'+(`lambdaL1_1'*j+`lambdaL2_1'*j^2) +
> > log(1+`pi'*exp(`lambdaEL1_1'*j+`lambdaEL2_1'*j^2)*`e') if `s'==1
> > end
> >
> > nl exppremia @ lhs s j e, nparameters(10)
> >
> >
> ****************************************************************
> ****
> >
> > program nlexppremia
> > version 13.1
> > syntax varlist(min=4 max=4) [aw fw iw] if, at(name)
> >
> > // Retrieve variables
> >         local lhs:    word 1 of `varlist'
> >         local s:       word 2 of `varlist'
> >         local j:       word 3 of `varlist'
> >         local e:       word 4 of `varlist'
> >
> > // Retrieve parameters, stored in "at"
> > tempname bG pi lambdaL1_0 lambdaL2_0 lambdaEL1_0 lambdaEL2_0
> > lambdaL1_1 lambdaL2_1 lambdaEL1_1 lambdaEL2_1
> >     scalar `bG' = `at'[1,1]
> >     scalar `pi' = `at'[1,2]
> >     scalar `lambdaL1_0' = `at'[1,3]
> >     scalar `lambdaL2_0' = `at'[1,4]
> >     scalar `lambdaEL1_0' = `at'[1,5]
> >     scalar `lambdaEL2_0' = `at'[1,6]
> >     scalar `lambdaL1_1' = `at'[1,7]
> >     scalar `lambdaL2_1' = `at'[1,8]
> >     scalar `lambdaEL1_1' = `at'[1,9]
> >     scalar `lambdaEL2_1' = `at'[1,10]
> >
> > // Compute RHS of regression
> >     tempvar RHS
> >     qui gen `RHS'=.
> >     replace `RHS' = `bG'+(`lambdaL1_0'*j+`lambdaL2_0'*j^2) +
> > log(1+`pi'*exp(`lambdaEL1_0'*j+`lambdaEL2_0'*j^2)*`e') if `s'==0
> >     replace `RHS' = `bG'+(`lambdaL1_1'*j+`lambdaL2_1'*j^2) +
> > log(1+`pi'*exp(`lambdaEL1_1'*j+`lambdaEL2_1'*j^2)*`e') if `s'==1
> >
> > //Assign lhs=rhs
> >     replace `lhs' = `RHS'
> >
> > end
> >
> > nl exppremia @ lhs s j e, nparameters(10)
> >
> >
> ****************************************************************
> ****
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