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From | cham xue <179715593@qq.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Return code 199 after redoing the example in stata reference |
Date | Tue, 9 Jul 2013 05:00:41 -0700 (PDT) |
Dear Eva: I'm a student doing my research concerning nlsur,there are several doubts bear in my mind from the result that stata gives : FGNLS regression --------------------------------------------------------------------- Equation | Obs Parms RMSE R-sq Constant ----------------+---------------------------------------------------- 1 lnca | 20 . .0142847 1.0000* (none) 2 sl | 20 . .0067662 0.9995* (none) 3 se | 20 . .0090048 0.9995* (none) --------------------------------------------------------------------- * Uncentered R-sq ------------------------------------------------------------------------------ | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- /z0 | -782.0965 . . . . . /z1 | -.0088672 .0026679 -3.32 0.001 -.0140962 -.0036382 /z2 | 5.132203 1.000947 5.13 0.000 3.170383 7.094023 /z14 | .0007173 .0001176 6.10 0.000 .0004869 .0009478 /z24 | -.1857547 .049265 -3.77 0.000 -.2823122 -.0891971 /z15 | -.0002366 .0000209 -11.34 0.000 -.0002775 -.0001957 /z25 | .0545494 .0107154 5.09 0.000 .0335476 .0755512 /z11 | .0011035 .0001226 9.00 0.000 .0008631 .0013438 /z12 | -.0003213 .000093 -3.46 0.001 -.0005036 -.0001391 /z22 | .3592626 .0348429 10.31 0.000 .2909717 .4275535 /k1 | .109157 . . . . . /k2 | 22.75873 . . . . . /k3 | 35.67095 . . . . . /b | 1.002294 . . . . . /z4 | 88.15114 .1810855 486.79 0.000 87.79622 88.50606 /z5 | -13.48022 .1781426 -75.67 0.000 -13.82937 -13.13107 /z45 | .7517334 .0089341 84.14 0.000 .7342229 .769244 /z44 | -4.868163 .0189082 -257.46 0.000 -4.905223 -4.831104 /z55 | -.1081436 .003327 -32.51 0.000 -.1146643 -.1016228 ------------------------------------------------------------------------------ Part of the program is presented as follows: tempname z21 z22 z23 tempname z31 z32 z33 scalar `z11'=`at'[1,8] scalar `z12'=`at'[1,9] scalar `z13'=-`z11'-`z12' scalar `z21' =`z12' scalar `z22'=`at'[1,10] scalar `z23'=-`z21'-`z22' scalar `z31' =`z13' scalar `z32'=`z23' scalar `z33'=-`z31'-`z32' tempname k1 k2 k3 scalar `k1'=`at'[1,11] scalar `k2'=`at'[1,12] scalar `k3'=`at'[1,13] tempname b z4 z5 z45 z44 z55 scalar `b'=`at'[1,14] scalar `z4'=`at'[1,15] scalar `z5'=`at'[1,16] scalar `z45'=`at'[1,17] scalar `z44'=`at'[1,18] scalar `z55'=`at'[1,19] quietly{ replace `lnca'=`z0'+`z4'*ln(y)+0.5*`z44'*(ln(y))^2+`z14'*ln(y)*ln(`k1'*pl)+`z24'*ln(y)*ln(`k2'*pk)+`z34'*ln(y)*ln(`k3'*pe)+`z1'*ln(`k1'*pl)+`z2'*ln(`k2'*pk)+`z3'*ln(`k3'*pe)+0.5*`z11'*(ln(`k1'*pl))^2+0.5*`z22'*(ln(`k2'*pk))^2+0.5*`z33'*(ln(`k3'*pe))^2+`z12'*ln(`k1'*pl)*ln(`k2'*pk)+`z13'*ln(`k1'*pl)*ln(`k3'*pe)+`z23'*ln(`k2'*pk)*ln(`k3'*pe)+`z15'*ln(`k1'*pl)*`t'+`z25'*ln(`k2'*pk)*`t'+`z35'*ln(`k3'*`pe')*`t'+`z5'*`t'+0.5*`z55'*`t'^2+`z45'*ln(`y')*`t'+ln((`z1'+`z15'*`t'+`z11'*ln(`k1'*`pl')+`z12'*ln(`k2'*`pk')+`z13'*ln(`k3'*`pe')+`z14'*ln(`y'))/`k1'+(`z2'+`z25'*`t'+`z12'*ln(`k1'*`pl')+`z22'*ln(`k2'*`pk')+`z23'*ln(`k3'*`pe')+`z24'*ln(`y'))/`k2'+(`z3'+`z35'*`t'+`z13'*ln(`k1'*`pl')+`z32'*ln(`k2'*`pk')+`z33'*ln(`k3'*`pe')+`z34'*ln(`y'))/`k3')+ln(1/`b') `if' replace `sl'=((`z1'+`z15'*`t'+`z11'*ln(`k1'*`pl')+`z12'*ln(`k2'*`pk')+`z13'*ln(`k3'*`pe')+`z14'*ln(`y'))/`k1')/((`z1'+`z15'*`t'+`z11'*ln(`k1'*`pl')+`z12'*ln(`k2'*`pk')+`z13'*ln(`k3'*`pe')+`z14'*ln(`y'))/`k1'+(`z2'+`z25'*`t'+`z12'*ln(`k1'*`pl')+`z22'*ln(`k2'*`pk')+`z23'*ln(`k3'*`pe')+`z24'*ln(`y'))/`k2'+(`z3'+`z35'*`t'+`z31'*ln(`k1'*`pl')+`z32'*ln(`k2'*`pk')+`z33'*ln(`k3'*`pe')+`z34'*ln(`y'))/`k3') `if' replace `se'=((`z3'+`z35'*`t'+`z31'*ln(`k1'*`pl')+`z32'*ln(`k2'*`pk')+`z33'*ln(`k3'*`pe')+`z34'*ln(`y'))/`k3')/((`z1'+`z15'*`t'+`z11'*ln(`k1'*`pl')+`z12'*ln(`k2'*`pk')+`z13'*ln(`k3'*`pe')+`z14'*ln(`y'))/`k1'+(`z2'+`z25'*`t'+`z12'*ln(`k1'*`pl')+`z22'*ln(`k2'*`pk')+`z23'*ln(`k3'*`pe')+`z24'*ln(`y'))/`k2'+(`z3'+`z35'*`t'+`z31'*ln(`k1'*`pl')+`z32'*ln(`k2'*`pk')+`z33'*ln(`k3'*`pe')+`z34'*ln(`y'))/`k3') `if' } end the problems are: 1) Why the results of z0、k1、k2、k3、b have insufficient information? 2)How to make the stata return asymptotic t-statistics? 3) The results are varied from different initial values,why the examples from the stata manual didn't give an initial value for the parameters,but when I remove the initial values,stata will report an error. 4) How to normalize k1 to 1 compared to k2 and k3 before estimation in stata? 5) Is there any other problem from the result? Thank you very much for your attention! yours sincerely cham xue -- View this message in context: http://statalist.1588530.n2.nabble.com/st-Re-retruned-r-198-in-nlsur-tp2478353p7580391.html Sent from the Statalist mailing list archive at Nabble.com. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/