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Re: st: Return code 199 after redoing the example in stata reference
From
cham xue <[email protected]>
To
[email protected]
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
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