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st: function evaluator
From
Peter Willemé <[email protected]>
To
[email protected]
Subject
st: function evaluator
Date
Mon, 09 Apr 2012 21:23:37 +0200
Dear all,
I keep getting the error (using Stata/SE 9.0)
(1997 missing values generated)
nllppl returned 199
verify that nllppl is a function evaluator program
r(199);
after running my program:
program nllppl
syntax varlist (min = 2, max = 2) [if], at(name) lincoefs(numlist)
tempname m1 w1 fi1
local aa : word 1 of `lincoefs'
local bb : word 2 of `lincoefs'
local cc : word 3 of `lincoefs'
local tau : word 4 of `lincoefs'
scalar `m1' = `at'[1,1]
scalar `w1' = `at'[1,2]
scalar `fi1' = `at'[1,3]
local logp : word 1 of `varlist'
local t : word 2 of `varlist'
replace `logp' = `aa' - `bb'*(`tau' - `t')^{m1} + `cc'*(`tau' -
`t')^{m1}*cos({w1}*ln(`tau'-`t')-{fi1}) `if'
end
In short, this program should estimate 3 nonlinear parameters (m, w and
fi) using -nl- :
nl lppl @ lnp t if tel < 61, parameters(m w fi) initial(m 0.59 w 1.83 fi
175.3) lincoefs(`a' `b' `c' `tc')
There are 4 extra constants (a, b, c and tc) passed to the program, but
they do not have to be estimated. What also puzzles me (and this may
have something to do with the problem), is the statement "(1997 missing
values generated)". I want to run the estimation on a subsample of the
first 60 observations using -if-. This looks as if the sample selection
does not work.
Many thanks for your help.
Peter
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