Dear statalist members,
I used nlsur command to estimate 3 different equations by using panel data, but I got some zero coefficient values and (constrained) standard errors.
Could you tell me how should I interpret these results and solve this problem?
Here is the code I used:
nlsur (Price = {c0}+{c1}*q_hat+{c2}*d_stock_hat+{c3}*Tariff+{c4}* Year) ///
(lcon = {b0}+{a1}*lP_hat+{a2}*lpv_usd+{a3}*lpvo_usd+{a4}*l st_hat+{a5}*lsto) ///
(k_new = {c1}*d_q_t1_hat + {c2}*d2_stock_t1_hat+{c3}*d_tariff_t1+ exp({b0}*P_hat^{a1}*Price_volatility_usd^{a2}*Pric e_volatility_others_usd^{a3}*stock_hat^{a4}*Stock_ others^{a5})+{c4}), vce(cluster pan_id) nolog
Results:
------------------------------------------------------------------------------
| Robust
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
/c0 | 0 (constrained)
/c1 | -2.86e-06 7.87e-07 -3.64 0.000 -4.40e-06 -1.32e-06
/c2 | .0000368 .0000182 2.02 0.044 1.05e-06 .0000725
/c3 | 0 (constrained)
/c4 | .3479641 .0418792 8.31 0.000 .2658824 .4300458
/b0 | 5.113244 .1122169 45.57 0.000 4.893303 5.333185
/a1 | .0839221 .0100496 8.35 0.000 .0642253 .1036189
/a2 | .0391057 .0168705 2.32 0.020 .0060402 .0721712
/a3 | -.08336 .0289692 -2.88 0.004 -.1401385 -.0265815
/a4 | -.0200906 .0056341 -3.57 0.000 -.0311333 -.0090479
/a5 | -.0008483 .0026532 -0.32 0.749 -.0060485 .0043519
------------------------------------------------------------------------------
Thank you very much in advance.
Related Posts with nlsur constrained results
In Medsem package, what is "delta" column for?In Medsem package, what is "delta" column for? and why is it almost always the same as sobel test? …
Store entropy balancing results as new variablesI have a dozen variables that have undergone entropy balancing and achieved perfect balance between …
Creating Bar Graph colors depending on Y-valueHello: I am having trouble creating a bar graph where the color of the bars depend on the y-value th…
First Stage F Statistics ivreg2 Hello I am trying to use the following code to report the first stage results , I am unable to ge…
Correlation between variables over time in panel dataHow do I go about displaying the change in correlation between two variables over time? I have a pan…
Subscribe to:
Post Comments (Atom)
0 Response to nlsur constrained results
Post a Comment