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Re: st: how to program an equivalent of "egen mean" for an equation
From
Francesca Colantuoni <[email protected]>
To
[email protected]
Subject
Re: st: how to program an equivalent of "egen mean" for an equation
Date
Wed, 1 May 2013 09:06:35 -0400
Oh OK. So, that's not the way to go.
Thanks a lot Nick,
Francesca
On Tue, Apr 30, 2013 at 7:28 PM, Nick Cox <[email protected]> wrote:
> -egen- does not allow a -replace- option.
> Nick
> [email protected]
>
>
> On 30 April 2013 22:59, Francesca Colantuoni <[email protected]> wrote:
>> Thank you so much Nick! By placing a space between -egen- and `y' it
>> does not give me that error. It gives me other errors
>> (specifically: "option replace not allowed nlh_n6 refused query,
>> rc=198"), but I'll keep on working.
>> Francesca
>>
>>
>> On Tue, Apr 30, 2013 at 9:41 AM, Nick Cox <[email protected]> wrote:
>>> The specific error here is that you need a space between -egen- and
>>> `y'. Stata is thinking that you are referring to a program or command
>>>
>>> egen__00000F
>>>
>>> and naturally it doesn't exist. (Temporary variable names created by
>>> Stata are all 8 characters long and begin with a double underscore.)
>>>
>>> I haven't look at the rest of your code.
>>>
>>> Nick
>>> [email protected]
>>>
>>>
>>> On 30 April 2013 14:15, Francesca Colantuoni <[email protected]> wrote:
>>>> I am trying to program a non linear least square function using panel
>>>> data. I have to create a sort of "within estimator" by having the
>>>> estimation routine compute the average of the function for each value
>>>> of the parameters, and such average needs to be plugged back in the
>>>> original function in the following fashion: x_st-(mean)x_st=f(beta,
>>>> gamma) - value_f((mean)beta,(mean)gamma)
>>>> where s=market, t=time.
>>>> While x_st-(mean)x_st is observed and I can compute it, I don't know
>>>> how to implement the mean of the function in the routine, because I
>>>> need to compute it for each estimated value of the parameters, but
>>>> also for each individual (market) of the dataset, over time. I have
>>>> tried this way, but obviously it does not work:
>>>>
>>>> program nlfrncs
>>>> version 12.1
>>>>
>>>> if "`1'" == "?" {
>>>> global S_1 "w b_ns b_s g2_ns g2_s g3_ns g3_s"
>>>> global w=0
>>>> global b_ns=-1
>>>> global b_s=-2
>>>> global g2_ns=0.5
>>>> global g2_s=0.5
>>>> global g3_ns=0.5
>>>> global g3_s=0.5
>>>>
>>>> tempvar Y
>>>> quietly {
>>>> by market, sort:
>>>> egen`Y'=mean(ln($w*exp($b_ns*price1+$g2_ns*price2+$g3_ns*price3)+(1-$w)*(y*exp($b_s*price1+$g2_s*price2+$g3_s*price3)+i*exp($b_s*price1+$g2_s*f_price2+$g3_s*f_price3))))
>>>> , replace
>>>> }
>>>> exit
>>>>
>>>> }
>>>> replace `1'=ln($w*exp($b_ns*price1+$g2_ns*price2+$g3_ns*price3)+(1-$w)*(y*exp($b_s*price1+$g2_s*price2+$g3_s*price3)+i*exp($b_s*price1+$g2_s*f_price2+$g3_s*f_price3)))-`Y'
>>>> end
>>>>
>>>> I get the error: unrecognized command: egen__00000F
>>>> Any suggestion or direction will be greatly appreciated.
>>>> Francesca
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