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st: problem with nlsur quaids
From
minti <[email protected]>
To
[email protected]
Subject
st: problem with nlsur quaids
Date
Sat, 1 Oct 2011 14:23:00 -0700 (PDT)
Dear statalisters,
I am having problems estimating a quaids system with 13 goods (12 equations)
and I cannot pinpoint where I went wrong. I keep on getting the messsage
nlsurquaids returned 198. Below are my codes for the nlsur and quaids.
Many thanks in advance.
minti
capture program drop nlsurquaids
quietly: program define nlsurquaids
version 10.0
syntax varlist (min=26 max=26) if, at(name)
tokenize `varlist'
args w1 w2 w3 w4 w5 w6 w7 w8 w9 w10 w11 w12 lnp1 lnp2 lnp3 ///
lnp4 lnp5 lnp6 lnp7 lnp8 lnp9 lnp10 lnp11 lnp12 lnp13 lnexp
scalar `a1'=`at'[1,1]
scalar `a2'=`at'[1,2]
scalar `a3'=`at'[1,3]
scalar `a4'=`at'[1,4]
scalar `a5'=`at'[1,5]
scalar `a6'=`at'[1,6]
scalar `a7'=`at'[1,7]
scalar `a8'=`at'[1,8]
scalar `a9'=`at'[1,9]
scalar `a10'=`at'[1,10]
scalar `a11'=`at'[1,11]
scalar `a12'=`at'[1,12]
scalar `a13'=
1-`a1'-`a2'-`a3'-`a4'-`a5'-`a6'-`a7'-`a8'-`a9'-`a10'-`a11'-`a12'
tempname b1 b2 b3 b4 b5 b6 b7 b8 b9 b10 b11 b12
scalar `b1'=`at'[1,13]
scalar `b2'=`at'[1,14]
scalar `b3'=`at'[1,15]
scalar `b4'=`at'[1,16]
scalar `b5'=`at'[1,17]
scalar `b6'=`at'[1,18]
scalar `b7'=`at'[1,19]
scalar `b8'=`at'[1,20]
scalar `b9'=`at'[1,21]
scalar `b10'=`at'[1,22]
scalar `b11'=`at'[1,23]
scalar `b12'=`at'[1,24]
tempname g11 g12 g13 g14 g15 g16 g17 g18 g19 g110 g111 g112 g113
tempname g21 g22 g23 g24 g25 g26 g27 g28 g29 g210 g211 g212 g213
tempname g31 g32 g33 g34 g35 g36 g37 g38 g39 g310 g311 g312 g313
tempname g41 g42 g43 g44 g45 g46 g47 g48 g49 g410 g411 g412 g413
tempname g51 g52 g53 g54 g55 g56 g57 g58 g59 g510 g511 g512 g513
tempname g61 g62 g63 g64 g65 g66 g67 g68 g69 g610 g611 g612 g613
tempname g71 g72 g73 g74 g75 g76 g77 g78 g79 g710 g711 g712 g713
tempname g81 g82 g83 g84 g85 g86 g87 g88 g89 g810 g811 g812 g813
tempname g91 g92 g93 g94 g95 g96 g97 g98 g99 g910 g911 g912 g913
tempname g101 g102 g103 g104 g105 g106 g107 g108 g109 g1010 g1011 g1012
g1013
tempname g111 g112 g113 g114 g115 g116 g117 g118 g119 g1110 g1111 g1112
g1113
tempname g121 g122 g123 g124 g125 g126 g127 g128 g129 g1210 g1211 g1212
g1213
tempname g131 g132 g133 g134 g135 g136 g137 g138 g139 g1310 g1311 g1312
g1313
scalar `g11' = `at'[1,25]
scalar `g12' = `at'[1,26]
scalar `g13' = `at'[1,27]
scalar `g14' = `at'[1,28]
scalar `g15' = `at'[1,29]
scalar `g16' = `at'[1,30]
scalar `g17' = `at'[1,31]
scalar `g18' = `at'[1,32]
scalar `g19' = `at'[1,33]
scalar `g110' = `at'[1,34]
scalar `g111' = `at'[1,35]
scalar `g112' = `at'[1,36]
scalar `g113' =
-`g11'-`g12'-`g13'-`g14'-`g15'-`g16'-`g17'-`g18'-`g19'-`g110'-`g111'-`g112'
scalar `g21' = `g12'
scalar `g22' = `at'[1,37]
scalar `g23' = `at'[1,38]
scalar `g24' = `at'[1,39]
scalar `g25' = `at'[1,40]
scalar `g26' = `at'[1,41]
scalar `g27' = `at'[1,42]
scalar `g28' = `at'[1,43]
scalar `g29' = `at'[1,44]
scalar `g210' = `at'[1,45]
scalar `g211' = `at'[1,46]
scalar `g212' = `at'[1,47]
scalar `g213' =
-`g21'-`g22'-`g23'-`g24'-`g25'-`g26'-`g27'-`g28'-`g29'-`g210'-`g211'-`g212'
scalar `g31' = `g13'
scalar `g32' = `g23'
scalar `g33' = `at'[1,48]
scalar `g34' = `at'[1,49]
scalar `g35' = `at'[1,50]
scalar `g36' = `at'[1,51]
scalar `g37' = `at'[1,52]
scalar `g38' = `at'[1,53]
scalar `g39' = `at'[1,54]
scalar `g310' = `at'[1,55]
scalar `g311' = `at'[1,56]
scalar `g312' = `at'[1,57]
scalar `g313' =
-`g31'-`g32'-`g33'-`g34'-`g35'-`g36'-`g37'-`g38'-`g39'-`g310'-`g311'-`g312'
scalar `g41' = `g14'
scalar `g42' = `g24'
scalar `g43' = `g34'
scalar `g44' = `at'[1,58]
scalar `g45' = `at'[1,59]
scalar `g46' = `at'[1,60]
scalar `g47' = `at'[1,61]
scalar `g48' = `at'[1,62]
scalar `g49' = `at'[1,63]
scalar `g410' = `at'[1,64]
scalar `g411' = `at'[1,65]
scalar `g412' = `at'[1,66]
scalar `g413' =
-`g41'-`g42'-`g43'-`g44'-`g45'-`g46'-`g47'-`g48'-`g49'-`g410'-`g411'-`g412'
scalar `g51' = `g15'
scalar `g52' = `g25'
scalar `g53' = `g35'
scalar `g54' = `g45'
scalar `g55' = `at'[1,67]
scalar `g56' = `at'[1,68]
scalar `g57' = `at'[1,69]
scalar `g58' = `at'[1,70]
scalar `g59' = `at'[1,71]
scalar `g510' = `at'[1,72]
scalar `g511' = `at'[1,73]
scalar `g512' = `at'[1,74]
scalar `g513' =
-`g51'-`g52'-`g53'-`g54'-`g55'-`g56'-`g57'-`g58'-`g59'-`g510'-`g511'-`g512'
scalar `g61' = `g16'
scalar `g62' = `g26'
scalar `g63' = `g36'
scalar `g64' = `g46'
scalar `g65' = `g56'
scalar `g66' = `at'[1,75]
scalar `g67' = `at'[1,76]
scalar `g68' = `at'[1,77]
scalar `g69' = `at'[1,78]
scalar `g610' = `at'[1,79]
scalar `g611' = `at'[1,80]
scalar `g612' = `at'[1,81]
scalar `g613' =
-`g61'-`g62'-`g63'-`g64'-`g65'-`g66'-`g67'-`g68'-`g69'-`g610'-`g611'-`g612'
scalar `g71' = `g17'
scalar `g72' = `g27'
scalar `g73' = `g37'
scalar `g74' = `g47'
scalar `g75' = `g57'
scalar `g76' = `g67'
scalar `g77' = `at'[1,82]
scalar `g78' = `at'[1,83]
scalar `g79' = `at'[1,84]
scalar `g710' = `at'[1,85]
scalar `g711' = `at'[1,86]
scalar `g712' = `at'[1,87]
scalar `g713' =
-`g71'-`g72'-`g73'-`g74'-`g75'-`g76'-`g77'-`g78'-`g79'-`g710'-`g711'-`g712'
scalar `g81' = `g18'
scalar `g82' = `g28'
scalar `g83' = `g38'
scalar `g84' = `g48'
scalar `g85' = `g58'
scalar `g86' = `g68'
scalar `g87' = `g78'
scalar `g88' = `at'[1,88]
scalar `g89' = `at'[1,89]
scalar `g810' = `at'[1,90]
scalar `g811' = `at'[1,91]
scalar `g812' = `at'[1,92]
scalar `g813' =
-`g81'-`g82'-`g83'-`g84'-`g85'-`g86'-`g87'-`g88'-`g89'-`g810'-`g811'-`g812'
scalar `g91' = `g19'
scalar `g92' = `g29'
scalar `g93' = `g39'
scalar `g94' = `g49'
scalar `g95' = `g59'
scalar `g96' = `g69'
scalar `g97' = `g79'
scalar `g98' = `g89'
scalar `g99' = `at'[1,93]
scalar `g910' = `at'[1,94]
scalar `g911' = `at'[1,95]
scalar `g912' = `at'[1,96]
scalar `g913' =
-`g91'-`g92'-`g93'-`g94'-`g95'-`g96'-`g97'-`g98'-`g99'-`g910'-`g911'-`g912'
scalar `g101' = `g110'
scalar `g102' = `g210'
scalar `g103' = `g310'
scalar `g104' = `g410'
scalar `g105' = `g510'
scalar `g106' = `g610'
scalar `g107' = `g710'
scalar `g108' = `g810'
scalar `g109' = `g910'
scalar `g1010' = `at'[1,97]
scalar `g1011' = `at'[1,98]
scalar `g1012' = `at'[1,99]
scalar `g1013' =
-`g101'-`g102'-`g103'-`g104'-`g105'-`g106'-`g107'-`g108'-`g109'-`g1010'-`g1011'-`g1012'
scalar `g111' = `g111'
scalar `g112' = `g211'
scalar `g113' = `g311'
scalar `g114' = `g411'
scalar `g115' = `g511'
scalar `g116' = `g611'
scalar `g117' = `g711'
scalar `g118' = `g811'
scalar `g119' = `g911'
scalar `g1110' = `g1011'
scalar `g1111' = `at'[1,100]
scalar `g1112' = `at'[1,101]
scalar `g1113' =
-`g111'-`g112'-`g113'-`g114'-`g115'-`g116'-`g117'-`g118'-`g119'-`g1110'-`g1111'-`g1112'
scalar `g121' = `g112'
scalar `g122' = `g212'
scalar `g123' = `g312'
scalar `g124' = `g412'
scalar `g125' = `g512'
scalar `g126' = `g612'
scalar `g127' = `g712'
scalar `g128' = `g812'
scalar `g129' = `g912'
scalar `g1210' = `g1012'
scalar `g1211' = `g1112'
scalar `g1212' = `at'[1,102]
scalar `g1213' =
-`g121'-`g122'-`g123'-`g124'-`g125'-`g126'-`g127'-`g128'-`g129'-`g1210'-`g1211'-`g1212'
scalar `g131' = `g113'
scalar `g132' = `g213'
scalar `g133' = `g313'
scalar `g134' = `g413'
scalar `g135' = `g513'
scalar `g136' = `g613'
scalar `g137' = `g713'
scalar `g138' = `g813'
scalar `g139' = `g913'
scalar `g1310' = `g1013'
scalar `g1311' = `g1113'
scalar `g1312' = `g1213'
scalar `g1313' =
-`g131'-`g132'-`g133'-`g134'-`g135'-`g136'-`g137'-`g138'-`g139'-`g1310'-`g1311'-`g1312'
tempname l1 l2 l3 l4 l5 l6 l7 l8 l9 l10 l11 l12 l13
scalar `l1' = `at'[1,103]
scalar `l2' = `at'[1,104]
scalar `l3' = `at'[1,105]
scalar `l4' = `at'[1,106]
scalar `l5' = `at'[1,107]
scalar `l6' = `at'[1,108]
scalar `l7' = `at'[1,109]
scalar `l8' = `at'[1,110]
scalar `l9' = `at'[1,111]
scalar `l10' = `at'[1,112]
scalar `l11' = `at'[1,113]
scalar `l12' = `at'[1,114]
scalar `l13' = -`l1' - `l2' - `l3'- `l4'- `l5'- `l6'- `l7'- `l8'-
`l9'- `l10'- `l11-`l12'
quietly {
tempvar lnpindex
gen double `lnpindex' = 5 +
`a1'*`lnp1'+`a2'*`lnp2'+`a3'*`lnp3'+`a4'*`lnp4'+`a5'*`lnp5'+ ///
`a6'*`lnp6'+`a7'*`lnp7'+`a8'*`lnp8'+`a9'*`lnp9'+`a10'*`lnp10'+`a11'*`lnp11'+`a12'*`lnp12'
forvalues i = 1/13 {
forvalues j = 1/13 {
replace `lnpindex' = `lnpindex'+ ///
0.5*`g`i'`j''*`lnp`i''*`lnp`j''
}
}
tempvar bofp
gen double `bofp' = 0
forvalues i = 1/13 {
replace `bofp' = `bofp' + `lnp`i''*`b`i''
}
replace `bofp' = exp(`bofp')
replace `w1' = `a1' + `g11'*`lnp1' + `g12'*`lnp2' + `g13'*`lnp3' + ///
`g14'*`lnp4' + `g15'*`lnp5' + `g16'*`lnp6' + `g17'*`lnp7' + ///
`g18'*`lnp8' + `g19'*`lnp9' + `g110'*`lnp10' + `g111'*`lnp11' + ///
`g112'*`lnp12' + `g113'*`lnp13' +`b1'*(`lnexp'-`lnpindex')+
`l1'/`bofp'*(`lnexp' - `lnpindex')^2
replace `w2' = `a2' + `g21'*`lnp1' + `g22'*`lnp2' + `g23'*`lnp3' + ///
`g24'*`lnp4' + `g25'*`lnp5' + `g26'*`lnp6' + `g27'*`lnp7' + ///
`g28'*`lnp8' + `g29'*`lnp9'+ `g210'*`lnp10' + `g211'*`lnp11' + ///
`g212'*`lnp12' + `g213'*`lnp13' + `b2'*(`lnexp'-`lnpindex')+
`l2'/`bofp'*(`lnexp' - `lnpindex')^2
replace `w3' = `a3' + `g31'*`lnp1' + `g32'*`lnp2' + `g33'*`lnp3' + ///
`g34'*`lnp4' + `g35'*`lnp5' + `g36'*`lnp6' + `g37'*`lnp7' + ///
`g38'*`lnp8' + `g39'*`lnp9' + `g310'*`lnp10' + `g311'*`lnp11' + ///
`g312'*`lnp12'+ `g313'*`lnp13' + `b3'*(`lnexp'-`lnpindex')+
`l3'/`bofp'*(`lnexp' - `lnpindex')^2
replace `w4' = `a4' + `g41'*`lnp1' + `g42'*`lnp2' + `g43'*`lnp3' +
///
`g44'*`lnp4' + `g45'*`lnp5'+ `g46'*`lnp6'+ `g47'*`lnp7' + ///
`g48'*`lnp8' + `g49'*`lnp9'+ `g410'*`lnp10'+ `g411'*`lnp11' + ///
`g412'*`lnp12'+ `g413'*`lnp13' + `b4'*(`lnexp'-`lnpindex')+
`l4'/`bofp'*(`lnexp' - `lnpindex')^2
replace `w5' = `a5' + `g51'*`lnp1' + `g52'*`lnp2' + `g53'*`lnp3' + ///
`g54'*`lnp4' + `g55'*`lnp5'+ `g56'*`lnp6'+ `g57'*`lnp7' + ///
`g58'*`lnp8' + `g59'*`lnp9'+ `g510'*`lnp10'+ `g511'*`lnp11' + ///
`g512'*`lnp12'+ `g513'*`lnp13' + `b5'*(`lnexp'-`lnpindex')+
`l5'/`bofp'*(`lnexp' - `lnpindex')^2
replace `w6' = `a6' + `g61'*`lnp1' + `g62'*`lnp2' + `g63'*`lnp3' + ///
`g64'*`lnp4' + `g65'*`lnp5'+ `g66'*`lnp6'+ `g67'*`lnp7' + ///
`g68'*`lnp8' + `g69'*`lnp9'+ `g610'*`lnp10'+ `g611'*`lnp11' + ///
`g612'*`lnp12'+ `g613'*`lnp13' + `b6'*(`lnexp'-`lnpindex')+
`l6'/`bofp'*(`lnexp' - `lnpindex')^2
replace `w7' = `a7' + `g71'*`lnp1' + `g72'*`lnp2' + `g73'*`lnp3' + ///
`g74'*`lnp4' + `g75'*`lnp5'+ `g76'*`lnp6'+ `g77'*`lnp7' + ///
`g78'*`lnp8' + `g79'*`lnp9'+ `g710'*`lnp10'+ `g711'*`lnp11' + ///
`g712'*`lnp12'+ `g713'*`lnp13' + `b7'*(`lnexp'-`lnpindex')+
`l7'/`bofp'*(`lnexp' - `lnpindex')^2
replace `w8' = `a8' + `g81'*`lnp1' + `g82'*`lnp2' + `g83'*`lnp3' + ///
`g84'*`lnp4' + `g85'*`lnp5'+ `g86'*`lnp6'+ `g87'*`lnp7' + ///
`g88'*`lnp8' + `g89'*`lnp9'+ `g810'*`lnp10'+ `g811'*`lnp11' + ///
`g812'*`lnp12'+ `g813'*`lnp13' + `b8'*(`lnexp'-`lnpindex')+
`l8'/`bofp'*(`lnexp' - `lnpindex')^2
replace `w9' = `a9' + `g91'*`lnp1' + `g92'*`lnp2' + `g93'*`lnp3' + ///
`g94'*`lnp4' + `g95'*`lnp5'+ `g96'*`lnp6'+ `g97'*`lnp7' + ///
`g98'*`lnp8' + `g99'*`lnp9'+ `g910'*`lnp10'+ `g911'*`lnp11' + ///
`g912'*`lnp12''+ `g913'*`lnp13'+ `b9'*(`lnexp'-`lnpindex')+
`l9'/`bofp'*(`lnexp' - `lnpindex')^2
replace `w10' = `a10' + `g101'*`lnp1' + `g102'*`lnp2' + `g103'*`lnp3' +
///
`g104'*`lnp4' + `g105'*`lnp5'+ `g106'*`lnp6'+ `g107'*`lnp7' + ///
`g108'*`lnp8' + `g109'*`lnp9'+ `g1010'*`lnp10'+ `g1011'*`lnp11' + ///
`g1013'*`lnp13'+`g1013'*`lnp13'+ `b10'*(`lnexp'-`lnpindex')+
`l10'/`bofp'*(`lnexp' - `lnpindex')^2
replace `w11' = `a11' + `g111'*`lnp1' + `g112'*`lnp2' + `g113'*`lnp3' +
///
`g114'*`lnp4' + `g115'*`lnp5'+ `g116'*`lnp6'+ `g117'*`lnp7' + ///
`g118'*`lnp8' + `g119'*`lnp9'+ `g1110'*`lnp10'+ `g1111'*`lnp11' + ///
`g1112'*`lnp12''+ `g1113'*`lnp13'+ `b11'*(`lnexp'-`lnpindex')+
`l11'/`bofp'*(`lnexp' - `lnpindex')^2
replace `w12' = `a12' + `g121'*`lnp1' + `g122'*`lnp2' + `g123'*`lnp3' +
///
`g124'*`lnp4' + `g125'*`lnp5'+ `g126'*`lnp6'+ `g127'*`lnp7' + ///
`g128'*`lnp8' + `g129'*`lnp9'+ `g1210'*`lnp10'+ `g1211'*`lnp11' + ///
`g1212'*`lnp12''+ `g1213'*`lnp13'+ `b12'*(`lnexp'-`lnpindex')+
`l12'/`bofp'*(`lnexp' - `lnpindex')^2
}
end
nlsur quaids @ w1 w2 w3 w4 w5 w6 w7 w8 w9 w10 w11 w12 lnp1 lnp2 lnp3 lnp4
lnp5 lnp6 ///
lnp7 lnp8 lnp9 lnp10 lnp11 lnp12 lnp13 lnexp, parameters(a1 a2 a3 a4 a5
///
a6 a7 a8 a9 a10 a11 b1 b2 b3 b4 b5 b6 b7 b8 b9 b10 b11 g11 g12 g13 ///
g14 g15 g16 g17 g18 g19 g110 g111 g22 g23 g24 g25 g26 g27 g28 g29 ///
g210 g211 g33 g34 g35 g36 g37 g38 g39 g310 g311 g44 g45 g46 g47 g48 ///
g49 g410 g411 g55 g56 g57 g58 g59 g510 g511 g66 g67 g68 g69 g610 ///
g611 g77 g78 g79 g710 g711 g88 g89 g810 g811 g99 g910 g911 g1010 ///
g1011 g1111 l1 l2 l3 l4 l5 l6 l7 l8 l9 l10 l11)nequations(12)ifgnls
--
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