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From | vwiggins@stata.com (Vince Wiggins, StataCorp) |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: coefficients constraint in nlsur and nl does not work |
Date | Thu, 18 Nov 2010 20:10:40 -0600 |
Mariko <mariko.wt@gmail.com> has written that -nlsur- does not do what he wants when he specifies the same linear combination twice. Using a simple but silly example, . nlsur (y = {xb: x1 x2} + {xb: x1 x2}) estimates 4 parameters rather than the 2 Mariko wants. We agree with Mariko. Estimating 2 parameters is much more useful in this case. We will change this behavior in a future update. In the interim, Mariko can follow Brian Poi's <brian@poiholdings.com> final suggestion and explicitly enter the second expression using the parameter names that the first linear combination creates, e.g., . nlsur (y = {xb: x1 x2} + {xb_x1}*x1 + {xb_x2}*x2) Or, he can dispense with linear combinations altogether and name his two parameters whatever he wishes. . nlsur (y = {b1}*x1 + {b2}*x2 + {b1}*x1 + {b2}*x2) I believe the reason that Mariko is the first to encounter this misfeature is because it does not occur if the linear combinations occur strictly in two different equations. For example, . nlsur (y1 = {xb: x1 x2}) (y2 = {xb: x1 x2}) estimates just two parameters. -- Vince vwiggins@stata.com * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/