Hi,
Many thanks for your message. I will try what you
suggest immediately!
Thanks a lot
Federica
--- "FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)"
<[email protected]> ha scritto:
> Federica - I believe with a starting value of $G
> near zero, the program
> seems to have trouble calculating numerical partial
> derivatives, hence it
> won't ever change $G.
>
> I did some simulation with your model and sometimes
> using $G=1 as a starting
> value would lead to reasonable results, but not
> always. The basic problem is
> that there there is not enough sensitivity (to the
> value of G) in the
> logarithmic term to allow efficient estimation of
> $G.
>
> To help things, I tried G=1 as a starting value and
> then did a simple linear
> regression (with G = 1) to get initial values for
> $A, $B, etc. This can be
> done in the initialization section of your
> nl-program.
>
> Al Feiveson
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On
> Behalf Of Federica
> Maiorano
> Sent: Wednesday, January 12, 2005 6:34 AM
> To: [email protected]
> Subject: st: nonlinear least squares
>
>
> Dear Stata users,
>
> I am trying to estimate the following function by
> nonlinear least squares:
>
> Lnoutput = $A+$B*lnlabourhours + $D*lnmaterials +
> $T*OtherCapital + $X*ln(Inv2003 + Inv2002/(1+$G) +
> Inv2001/(1+$G)^2 + Inv2000/(1+$G)^3 + ...)
>
> After running a do file to define the programme
> nltest
> and set initial values for the parameters, I
> estimate
> the model with these results:
> - Stata takes 'parameter G as constant term in
> model'.
> Also, it does not compute standard error, t
> statistic
> etc.
> - The value of G is 243,827, while the starting
> value
> was 0.03!
>
> It would be great if someone could help me
> understand
> why this happens.
>
> Thanks in advance for any help.
> Federica
>
>
>
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