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Re: st: coefficients constraint in nlsur and nl does not work
From
[email protected] (Vince Wiggins, StataCorp)
To
[email protected]
Subject
Re: st: coefficients constraint in nlsur and nl does not work
Date
Thu, 18 Nov 2010 20:10:40 -0600
Mariko <[email protected]> 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 <[email protected]>
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
[email protected]
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