Dear statalisters,
I am having some trouble programming an nl-command. I would like to
program the following function:
replace `1'= ($B0 + $B1*x1 + $B2*x2 + $B3*x3)*exp( $GF*Z)
Where X are individual characteristics, Z is ln of hhld income and $Bi
and $GF are parameters to be estimated.
My problems arise when I increase the number of explanatory vars X. In
this case my command line becomes too long (more than 255 characters).
Therefore I defined the sum of beta times X over `i' using a loop as
shown below.
program define nlexercise4_1
version 8.0
if "`1'"=="?" {
[parameters definition]
[parameters initialization]
exit
}
local sum = 0
forvalues i = 1/3 {
local sum= `sum' + ${B`i'}* x`i'
}
replace `1'= ($B0 + `sum')*exp( $GF*Z)
End
Results:
(stata4_1)
------------------------------------------------------------------------
------
milkcq | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------+----------------------------------------------------------
------
B0 | 178.1014 8.751873 20.35 0.000 160.9446
195.2581
B1 | 116.3971 . . . .
.
B2 | 142.4194 . . . .
.
B3 | 114.4872 . . . .
.
GF | .0219544 .0100062 2.19 0.028 .0023387
.0415701
------------------------------------------------------------------------
------
* Parameter B3 taken as constant term in model & ANOVA table
(SEs, P values, CIs, and correlations are asymptotic approximations)
So, it looks like Stata does not recognize B1, B2 and B3 as parameters
and does not estimate them.
Has anybody encountered a similar problem before? Any hints,
suggestions, references would be very much appreciated :-))
Thank you,
Paola De Agostini
*
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