st: NL estimation loop results are not always returned.

[Bert Stover <bstover@u.washington.edu>]

NL estimation loop results are not always returned.

I am using the NL command in STATA IC version 10.1 for Windows.

I am attempting to estimate the intersection of 2 lines in a segmented linear
regression. The dataset contains about 9000 tests with 5 to 10 stimulus and
response pairs for each test. There is no missing data. I want to run a seperate model for each test.

perameters are:
y - response
x - stimulus
b1 - first line slope forced to be 0 (so b1 is excluded from equasion)

aone - initial estimate of first line y intercept
xints - initial estimate of intercept of lines
btwo - initial estimate of slope of second line

I need results for:
a1 - first line y intercept
beta - slope of second line
xint - intercept of lines
mms - model mean square
msr - residual mean square
dfr - residual degrees of freedom
converge - does the model converge for this test

The code I used is:

foreach t of num 1/900 {
	local aone   = aone
	local xints  = xints
	local btwo   = btwo
		 capture quietly nl (y=({a1}*x)*(x<{c})+({a1}*{c}+{b2}*(x-{c}))*(x>={c})) if test==`t', initial(a1 `aone' c `xints' b2 `btwo')
		 capture replace beta    = _coef[/b2]  if test==`t'
		 capture replace xint    = _coef[/c]   if test==`t'
		 capture replace mms     = e(mms)      if test==`t'
 		 capture replace msr     = e(msr)      if test==`t'
		 capture replace dfr     = e(df_r)     if test==`t'
		 capture replace converge= e(converge) if test==`t'
		 disp `t'
					}

For some tests the returned mms=. and the dfr=9.
All tests return all results except for those with dfr=9.
converge is always =1.
Test 14 and 15 return all results, test 16 does not return mms.
I would appericate any suggestions on why mms is not returned.


test	y	x	a1	aone	btwo	xints	beta	converge	xint	dfr	mms	msr
14	0.883141	24.6	0.883141	0.883141	0.306994	31.94317	-0.06707	1	38	7	11.99627	0.989146
14	0.979558	29.1	0.883141	0.883141	0.306994	31.94317	-0.06707	1	38	7	11.99627	0.989146
14	0.968345	33.6	0.883141	0.883141	0.306994	31.94317	-0.06707	1	38	7	11.99627	0.989146
14	1.762098	38	0.883141	0.883141	0.306994	31.94317	-0.06707	1	38	7	11.99627	0.989146
14	1.977106	42.5	0.883141	0.883141	0.306994	31.94317	-0.06707	1	38	7	11.99627	0.989146
14	4.13076	46.9	0.883141	0.883141	0.306994	31.94317	-0.06707	1	38	7	11.99627	0.989146
14	4.688457	51.3	0.883141	0.883141	0.306994	31.94317	-0.06707	1	38	7	11.99627	0.989146
14	6.324555	55.8	0.883141	0.883141	0.306994	31.94317	-0.06707	1	38	7	11.99627	0.989146
14	3.597742	60.2	0.883141	0.883141	0.306994	31.94317	-0.06707	1	38	7	11.99627	0.989146
14	3.681544	64.7	0.883141	0.883141	0.306994	31.94317	-0.06707	1	38	7	11.99627	0.989146
15	0.7871	24.6	0.216785	0.216785	0.409626	34.47077	0.036578	1	17.30777	8	2.187868	0.767131
15	1.291309	29	0.216785	0.216785	0.409626	34.47077	0.036578	1	17.30777	8	2.187868	0.767131
15	0.216785	33.4	0.216785	0.216785	0.409626	34.47077	0.036578	1	17.30777	8	2.187868	0.767131
15	2.118507	37.9	0.216785	0.216785	0.409626	34.47077	0.036578	1	17.30777	8	2.187868	0.767131
15	1.954474	42.3	0.216785	0.216785	0.409626	34.47077	0.036578	1	17.30777	8	2.187868	0.767131
15	2.296308	46.8	0.216785	0.216785	0.409626	34.47077	0.036578	1	17.30777	8	2.187868	0.767131
15	2.404529	51.3	0.216785	0.216785	0.409626	34.47077	0.036578	1	17.30777	8	2.187868	0.767131
15	2.697926	55.7	0.216785	0.216785	0.409626	34.47077	0.036578	1	17.30777	8	2.187868	0.767131
15	3.944845	60.2	0.216785	0.216785	0.409626	34.47077	0.036578	1	17.30777	8	2.187868	0.767131
15	8.05434	64.6	0.216785	0.216785	0.409626	34.47077	0.036578	1	17.30777	8	2.187868	0.767131
16	0.146565	24.3	0.146565	0.146565	0.185816	32.98842	-0.02161	1	206.0967	9		0.552894
16	0.893367	28.6	0.146565	0.146565	0.185816	32.98842	-0.02161	1	206.0967	9		0.552894
16	0.368154	33	0.146565	0.146565	0.185816	32.98842	-0.02161	1	206.0967	9		0.552894
16	1.432287	37.4	0.146565	0.146565	0.185816	32.98842	-0.02161	1	206.0967	9		0.552894
16	1.074064	41.9	0.146565	0.146565	0.185816	32.98842	-0.02161	1	206.0967	9		0.552894
16	3.24362	46.3	0.146565	0.146565	0.185816	32.98842	-0.02161	1	206.0967	9		0.552894
16	2.606333	50.7	0.146565	0.146565	0.185816	32.98842	-0.02161	1	206.0967	9		0.552894
16	1.607052	55.2	0.146565	0.146565	0.185816	32.98842	-0.02161	1	206.0967	9		0.552894
16	1.866508	59.6	0.146565	0.146565	0.185816	32.98842	-0.02161	1	206.0967	9		0.552894
16	4.375524	64.1	0.146565	0.146565	0.185816	32.98842	-0.02161	1	206.0967	9		0.552894


Bert Stover University of Washington



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