Hi,
I'm trying to estímate a 7-equation linear expenditure system by ML using the nlsur, ifgnls command. Here's the code I'm using
glo NEQN = 7 /* Number of equations */
glo NM=$NEQN-1
global subs "price1*{gamma1=100000}"
forvalues i=2(1)$NEQN {
global subs "$subs + price`i'*{gamma`i'=100000}"
}
global com ""
forvalues i=1(1)$NM {
global com "$com (expenditure`i' = price`i'*{gamma`i'=100000} + {beta`i'} * (totalexpenditure - ($subs)) )"
}
nlsur $com, vce(robust) ifgnls
The command should estimate 6 "beta" parameters and 7 "gamma" parameters. However, even though I've omitted one of the equations from the system, STATA does not estimate the last gamma parameter, returning the initial value and a missing standard error.
How can I handle this? Am I doing anything wrong? I also tried to estimate it by ml using the ml commands, but I tried to use method d0, and it doesn't allow me to provide initial values for the gamma parameters.
Thanks in advance,
Jorge Eduardo Pérez Pérez
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