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st: nlsur quaids result depends on previous command
From
"Johannes Kutsam" <[email protected]>
To
<[email protected]>
Subject
st: nlsur quaids result depends on previous command
Date
Sat, 9 Jul 2011 08:09:32 +0200
Dear all,
(and especially Brian Poi),
I am estimating a QUAIDS demand system with nlsur quaids (POI 2008)
(http://www.stata-journal.com/article.html?article=st0029_1 )
I think found an error in either nlsur or quaids:
The coefficients are dependent on the command called before.
It can be reproduced using the example in sj8-4
webuse food
nlsur quaids @ w1 w2 w3 lnp1-lnp4 lnexp,ifgnls nequations(3) param(a1 a2 a3
b1 b2 b3 g11 g12 g13 g22 g23 g33 l1 l2 l3) nolog
nlsur quaids @ w1 w2 w3 lnp1-lnp4 lnexp,ifgnls nequations(1) param(a1 a2 a3
b1 b2 b3 g11 g12 g13 g22 g23 g33 l1 l2 l3) nolog
nlsur quaids @ w1 w2 w3 lnp1-lnp4 lnexp,ifgnls nequations(3) param(a1 a2 a3
b1 b2 b3 g11 g12 g13 g22 g23 g33 l1 l2 l3) nolog
Note that the 3 line with "nequations(1)" is of course wrong - because we
have 3 equations. BUT once this line was executed
The correct command with "nequations(3) will yield wrong coefficients. (I
am not saying one should run wrongly specified systems...but it happens when
developing)
I suspect that some variables are not initialized correctly in quaids that
could cause this problem.
When I clear the dataset and load it again I again get the same coefficents
as reported in sj8-4. So there is something temporarily saved by the call to
nlsur quaids that confuses
a subsequent call.
Johannes Kutsam
[email protected]
Example output:
. webuse food
. nlsur quaids @ w1 w2 w3 lnp1-lnp4 lnexp,ifgnls nequations(3) param(a1 a2
a3 b1
> b2 b3 g11 g12 g13 g22 g23 g33 l1 l2 l3) nolog
----------------------------------------------------------------------------
--
| Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
/a1 | .3136617 .008671 36.17 0.000 .2966669
.3306565
/a2 | .2712567 .0067025 40.47 0.000 .2581201
.2843933
/a3 | .1052015 .0034241 30.72 0.000 .0984903
.1119126
. nlsur quaids @ w1 w2 w3 lnp1-lnp4 lnexp,ifgnls nequations(1) param(a1 a2
a3 b1
> b2 b3 g11 g12 g13 g22 g23 g33 l1 l2 l3) nolog
----------------------------------------------------------------------------
--
w1 | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
/a1 | .3368911 .0088494 38.07 0.000 .3195465
.3542357
/a2 | -3.929404 . . . .
.
/a3 | -6.150973 . . . .
.
nlsur quaids @ w1 w2 w3 lnp1-lnp4 lnexp,ifgnls nequations(3) param(a1 a2 a3
b1
> b2 b3 g11 g12 g13 g22 g23 g33 l1 l2 l3) nolog
| Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
/a1 | .3368911 1.61e-08 2.1e+07 0.000 .3368911
.3368911
/a2 | -3.929404 1.83e-08 -2.1e+08 0.000 -3.929404
-3.929404
/a3 | -6.150973 1.58e-08 -3.9e+08 0.000 -6.150973
-6.150973
/b1 | .0223044 . . . .
.
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