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st: -nlcom- question
Dear list,
I think my problem can be solved with -nlcom- but I have not figured out
how to do yet.
I use the “function evaluator program” version of the -nl- command to
fit a parametric Lorenz curve to observed data. The two parameters ‘a’
and ‘b’ characterizing the functional form of the Lorenz curve are
expressed as linear combinations of explanatory variables, say a = a0 +
a1*X1 + a2*X2 and b = b0 + b1*X1 + b2*X2. So what I really get from -nl-
are the a`i's and b`i's coefficients along with their associated std.
err., t and p statistics.
Now, I want to compute a third parameter, the Gini coefficient ‘g’,
which is a non-linear combination of ‘a’ and ‘b’ involving the Beta
function. What I ultimately want to compute are the g`i's, that is, the
coefficients measuring the effects of the X`i's (including the constant)
on ‘g’, with their associated std. err., t and p.
I know how to use -nlcom- to do so when only the constant term is
involved (nlcom g0: f(_b[/a0],_b[/b0])), but I couldn’t find how to deal
with the explanatory variables X.
Any idea would be welcome !
Thanks in advance,
Regards,
Laurent
--
Laurent PIET
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INRA, UMR1302 INRA-Agrocampus
"Structures et Marchés Agricoles, Ressources, Territoires"
4 allée Adolphe Bobierre | tél. : +33 (0)2.23.48.53.83
CS 61103 | fax. : +33 (0)2.23.48.53.80
F-35011 Rennes cedex | [email protected]
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http://www.rennes.inra.fr/smart
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