NLS MODEL (ERROR)

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Econometrics Student
Posts: 6
Joined: Sat Oct 11, 2014 5:00 am

NLS MODEL (ERROR)

Postby Econometrics Student » Sat Oct 11, 2014 5:11 am

Good afternoon,

I have a simple question to you,

I want to estimate a NLS model (log(y)=c(1)-c(2)*x2*exp(-c(3)*x3)) and calculate Sum Squared Resid, however when i write a program like:
(FOR !i=1 to 100
series z2_it!i=x2*exp(-c(3)*x3)
series z3_it!i=c(2)*x2*(-x3)*exp(-c(3)*x3)
series w_it!i=log(y)+c(2)*c(3)*x2*x3*exp(-c(3)*x3)
equation it!i.ls w_it!i c z2_it!i z3_it!i

series e2=(log(y)-c(1)+c(2)*x2*exp(-c(3)*x3))^2
ssr(!i,1)=@sum(e2)

next)

the program says "Overflow - Data missing generated in z2_it...", what is wrong with my estimation?

Thank you for your helping,
Best regards.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: NLS MODEL (ERROR)

Postby EViews Gareth » Sat Oct 11, 2014 8:59 am

what is C(3) equal to prior to running the loop?


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