On Tue, 18 Nov 2008, Paulo Regis wrote:
Dear all,
Departing from the following data
v1 v2 v3 z
0.0375815 0.0480932 -1 -0.3227311
-0.0192965 0.0261546 -0.1428161 -0.0480932
-0.097088 0.0096482 0 0.0187907
I am using NLS to estimate the following function
z = v1*rho+v2*(rho^2)+v3*(sigma^2)
where you have two parameters (rho and sigma^2). The problem is I
tried two different ways to estimate the parameters that lead me to
different values but this shouldnt be the case. Originally, I was
using the following programme:
program define nlequ
version 9
if "`1'"== "?" {
global S_1 " rho sigma2 "
global rho=1
global sigma2=1
exit
}
replace `1'=v1*$rho +v2*$rho^2 +v3*$sigma2
end
and typing in the command line something like:
nl equ z, init(rho=0.7, sigma2=1)
...
Likewise, we should be able to get to the same result if we type in
the command line
nl (z1 = v1*{rho=1}+v2*{rho}^2+v3*{sigma2=1}) ,
init(rho -.1857942 sigma2 .3149169)
In Stata 9, we rewrote -nl- so that it produced more accurate results. In
your command -nl equ z ...-, you are using the pre-Stata 9 syntax for -nl-
and therefore calling the older code that uses local macros instead of
scalars for internal computations. Your command -nl (z1 = ...)- is using
the current version of -nl-.
In short, the version of your results using -nl (z1 = ...)- are more
accurate than the results using -nl equ z ...-. Your example shows that
"more accurate" does not always mean "lower sum of squares."
1- The reason i ask about nl is because I had some problems
introducing a nl programme in an ado file. is it illegal to use an nl
programme? The structure of my ado file is as follows:
program define estim1
When I write an ado-file (command) that is going to use -nl-, I put the
program that defines the nonlinear function in its own ado-file. If you
look at -help nl-, in one of the examples we define a program called
"nlces". You would put that code in a separate ado-file called
nlces.ado. Then your main ado-file would use the "function evaluator
program" version of -nl-.
2- Is illegal to name a programme if the name start with numbers?
(i.e.: a programme named 2sls)
Program names must start with a letter.
-- Brian Poi
-- [email protected]
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