st: Problem with nlsur/QUAIDS

[Aepli Matteo <aepli@ethz.ch>]

Dear STATA users,

I'm trying to estimate a QUAIDS (without demographic variables). 
STATA always returns:

nlsurquaids returned 198
verify that nlsurquaids is a function evaluator program

After verifying several times my code I'm not able to find the problem.

Could anybody help me?

Sincerely,

MA



*QUAIDS for 5 goods
capture program drop nlsurquaids
program nlsurquaids 

        version 12.1 
        
        syntax varlist(min=10 max=10) if, at(name) 
        tokenize `varlist' 
        args w1 w2 w3 w4 lnp1 lnp2 lnp3 lnp4 lnp5 lnexp 



       tempname a1 a2 a3 a4 a5 
        scalar `a1' = `at'[1,1] 
        scalar `a2' = `at'[1,2] 
        scalar `a3' = `at'[1,3] 
        scalar `a4' = `at'[1,4] 
        scalar `a5' = 1 - `a1' - `a2' - `a3' - `a4'        
         

        tempname b1 b2 b3 b4 b5 
        scalar `b1' = `at'[1,5] 
        scalar `b2' = `at'[1,6] 
        scalar `b3' = `at'[1,7] 
        scalar `b4' = `at'[1,8] 
        scalar `b5' = - `b1' - `b2' - `b3' - `b4'                
         
       
                    tempname g11 g12 g13 g14 g15    
        tempname g21 g22 g23 g24 g25 
        tempname g31 g32 g33 g34 g35 
        tempname g41 g42 g43 g44 g45 
        tempname g51 g52 g53 g54 g55 


        scalar `g11' = `at'[1,9] 
        scalar `g12' = `at'[1,10] 
        scalar `g13' = `at'[1,11] 
        scalar `g14' = `at'[1,12] 
        scalar `g15' = - `g11' - `g12' - `g13' - `g14'                
       

        scalar `g21' = `g12' 
        scalar `g22' = `at'[1,13] 
        scalar `g23' = `at'[1,14] 
        scalar `g24' = `at'[1,15] 
        scalar `g25' = - `g21' - `g22' - `g23' - `g24'
              
       
        scalar `g31' = `g13' 
        scalar `g32' = `g23' 
        scalar `g33' = `at'[1,16] 
        scalar `g34' = `at'[1,17] 
        scalar `g35' = - `g31' - `g32' - `g33' - `g34'                
         

        scalar `g41' = `g14' 
        scalar `g42' = `g24' 
        scalar `g43' = `g34' 
        scalar `g44' = `at'[1,18] 
        scalar `g45' = - `g41' - `g42' - `g43' - `g44' 
 

        scalar `g51' = `g15' 
        scalar `g52' = `g25' 
        scalar `g53' = `g35' 
        scalar `g54' = `g45' 
        scalar `g55' = - `g51' - `g52' - `g53' - `g54'  
               
       
        tempname l1 l2 l3 l4 l5 
        scalar `l1' = `at'[1,19] 
        scalar `l2' = `at'[1,20] 
        scalar `l3' = `at'[1,21] 
        scalar `l4' = `at'[1,22] 
        scalar `l5' = - `l1' - `l2' - `l3' - `l4'                            
    


        quietly { 
                *price index 
                *I set a_0 = 5 
                tempvar lnpindex 
                gen double `lnpindex' = 5 + `a1'*`lnp1' + `a2'*`lnp2' + `a3'*`lnp3' + `a4'*`lnp4' + `a5'*`lnp5'                    
             

            forvalues i = 1/5 { 
                        forvalues j = 1/5 { 
                                replace `lnpindex' = `lnpindex' + /// 
                                        0.5*`g`i'`j''*`lnp`i''*`lnp`j'' 
                        } 
                } 
                *b(p) term in the QUAIDS model: 
                tempvar bofp 
                gen double `bofp' = 0 
                forvalues i = 1/5 { 
                        replace `bofp' = `bofp' + `lnp`i''*`b`i'' 
                } 
                replace `bofp' = exp(`bofp') 
                


*the expenditure shares for 4 of the 5 goods 
                
                                                                
                replace `w1' = `a1' + `g11'*`lnp1' + `g12'*`lnp2' + `g13'*`lnp3' + `g14'*`lnp4' + `g15'*`lnp5'                  ///
                               +  `b1'*(`lnexp' - `lnpindex') + `l1'/`bofp'*(`lnexp' - `lnpindex')^2                          
     

            replace `w2' = `a2' + `g21'*`lnp1' + `g22'*`lnp2' + `g23'*`lnp3' + `g24'*`lnp4' + `g25'*`lnp5'                  ///
                + `b2'*(`lnexp' - `lnpindex') + `l2'/`bofp'*(`lnexp' - `lnpindex')^2                      
             


            replace `w3' = `a3' + `g31'*`lnp1' + `g32'*`lnp2' + `g33'*`lnp3' + `g34'*`lnp4' + `g35'*`lnp5'                  ///
                 `b3'*(`lnexp' - `lnpindex') + `l3'/`bofp'*(`lnexp' - `lnpindex')^2
             

            replace `w4' = `a4' + `g41'*`lnp1' + `g42'*`lnp2' + `g43'*`lnp3' + `g44'*`lnp4' + `g45'*`lnp5'                  ///
                `b4'*(`lnexp' - `lnpindex') + `l4'/`bofp'*(`lnexp' - `lnpindex')^2
               
            
} 
        
end 

nlsur quaids @ w1 w2 w3 w4 lnp1 lnp2 lnp3 lnp4 lnp5 lnexp, ifgnls nequations(4) param(a1 a2 a3 a4 b1 b2 b3 b4 g11 g12 g13 g14 g22 g23 g24 g33 g34 g44 l1 l2 l3 l4) 







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