st: missing standard error with nonlinear least squares

[Giulio Zanella <gzstata@tiscali.it>]

I estimated a nonlinear model using command nl. Stata produced estimates for 
all of the coefficients. However, the standard error of one such coefficient 
(and this only) was not computed: a dot replaced the standard error and 
related statistics cells. Defining dep var Y coefficients b0 to b5 and 
regressors X1 to X5 (plus constant), the model is:

Y = b0/(1-b3) + b1*X1 + b2*X2 + [(b3*b1+b4)/(1-b3)]*X3 + [b3*b2/(1-b3)]*X4 + 
[b5/(1-b3)]*X5 + e

I don't understand why Stata can compute the mean of b3 but not its standard 
error, while - for instance - standard errors associated with b1 and b2 are 
produced. Any clue?

Many thanks

Giulio Zanella


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