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st: Adjusting Brian Poi's nlsurquaid.ado by removing symmetry conditions and `at' in -nl-
From
Alex Olssen <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Adjusting Brian Poi's nlsurquaid.ado by removing symmetry conditions and `at' in -nl-
Date
Wed, 23 Feb 2011 15:35:15 +1300
Dear Statlisters,
My end goal is to estimate a nonlinear system of equations with adding up constraints similar to the QUAIDS model estimated by Brian Poi 2002 and 2008 in the Stata Journal.
Now I am trying to make one adjustment at a time to nlsurquaids.ado to get a handle on altering this function evaluator program.
Right now I am stuck trying to remove the symmetry conditions. I am not actually estimating a demand system and I do not want the Slutsky symmetry conditions.
I altered nlsurquaids.ado by replacing all the lines that were similar to
scalar `g21' = `g12' with scalar `g21'=`at'[1,10]
and bumped the numbering of the [1,x] down for everything else so they didn't overlap. Removing symmetry conditions left me with 21 parameters to estimate as opposed to Poi's 15 - the symmetry conditions constrain 6 elements below the diagonal.
I then changed the nlsur call from
nlsur quaids @ ... param(a1 a2...) to include g21, g32 and g33 as parameters as they are no longer inferred from symmetry.
However running the code now gives me the following error messages
"could not evaluate equation 1
starting values invalid or some RHS variables have missing values"
I have successfully made another adjustment earlier and it all worked fine.
I actually don't understand what the `at' is really doing in function evaluator programs in -nl- . I read the documentation but didn't manage to pick up what `at' was doing from there on my own.
Any help in explaining `at' or guidance with why my removal of symmetry conditions isn't working would be very much appreciated.
Kind regards,
Alex Olssen
Research Analyst
Motu Economic & Public Policy Research
Ph 939 4250 Fax 939 4251
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