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st: coefficients constraint in nlsur and nl does not work
From
渡邉真理子 <[email protected]>
To
[email protected]
Subject
st: coefficients constraint in nlsur and nl does not work
Date
Thu, 18 Nov 2010 10:10:52 +0900
Dear all,
May I ask a question about non linear least square estimations.
I am trying to estimate following NLS with coefficient constraint:
nlsur( y1 =(A)*({bg: $sita_pc}+{mc})/({mc}-{ef: $s_pc2}+{bg:
$sita_pc})) (y2 = {ef: $s_pc2}/({bg: $sita_pc}+{mc}))
I impose constraints on two coefficients bg and ef that are
respectively same across variables and equations, but Stata get back
different coefficients for bg (bg and bg00000: See results below) ,
ef is constraint as I wrote. I do not know why Stata get back
bg00000, though I can suspect spefication might have some problem.
I do really appreciate if you give me any suggestion to control this problem.
Thanks!
Mariko
results:
-----------------------------------------------------------------------
| Robust
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
/bg_inputs~r | .0454361 .0889367 0.51 0.609 -.1288766 .2197489
/bg_potent~r | -.7434855 3.99625 -0.19 0.852 -8.575991 7.08902
/bg_ln_sta~s | 146.6413 .4138047 354.37 0.000 145.8303 147.4524
/mc | -1116.209 . . . . .
/ef_repaid~m | -15.01241 26.60273 -0.56 0.573 -67.1528 37.12798
/ef_delaye~m | 18.95534 30.0542 0.63 0.528 -39.94982 77.8605
/ef_defaul~m | -28.34585 49.11871 -0.58 0.564 -124.6167 67.92505
/bg_in~00000 | .326632 .5400106 0.60 0.545 -.7317693 1.385033
/bg_po~00000 | 4.479409 7.831982 0.57 0.567 -10.87099 19.82981
/bg_ln~00000 | 145.5993 2.556221 56.96 0.000 140.5892 150.6094
------------------------------------------------------------------------------
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