EViews.com

Posted: **Tue Jul 05, 2011 3:06 pm**

Hi,

I am new to eviews and I am trying to run a nonlinear least squares estimation.
I am having trouble programming it and some advice/help would be really great.

The data came from a survey.
I have 28 questions for each participant and i number of of participants.
Each participant is represented by a separate series right now in the workfile.

My equation is:

( p1^c(1) / (p1^(c(1)) - (1-p1)^c(1)) ^ (1/c(1)) ) * z1 ^ c(2) + (1 - ( p1^c(1) / (p1^(c(1)) - (1-p1)^c(1)) ^ (1/c(1)) ) * z2 ^c(2) = series{!i} ^ c(2)

Where p1, z1, z2 are each a series with 28 rows.
series{!i} is a series for each participant from i = 1 to 100 and each particpant and has 28 rows.

I need to estimate c(1) and c(2) in this equation.

When I try to do this I get an error that ^ function given out of range argument.

Code: Select all



' Create a group of the series of subjects 
group tempGroup

for !i = 1 to 100

 	if !i <10 then 
		tempGroup.add series0{!i}
	else
		tempGroup.add series{!i}
	endif
next

'use a starting value of 1 for coefficient 1 and coeffecient 2
'note: I have attempted this with and without a starting value
param c(1) 1 c(2) 1

system sys1

for !i = 1 to 100

sys1.append (nn_p1^c(1)) / (nn_p1^c(1) + (1- nn_p1)^c(1)) ^ (1/c(1)) *  nn_z1^c(2)+ (1- (nn_p1^c(1)) / (nn_p1^c(1) + (1- nn_p1)^c(1)) ^ (1/c(1))) * nn_z2^c(2) = tempGroup(!i)^c(2) 

next

sys1.ls

Any help/advice would be greatly appreciated. I am feeling pretty lost right now,

Thanks,
Jen

Posted: **Tue Jul 05, 2011 3:20 pm**

Could you provide the data?

Posted: **Tue Jul 05, 2011 8:19 pm**

Hi,

Here is a copy of the workfile I am using,

Thanks,

Jen

Posted: **Wed Jul 06, 2011 7:37 am**

So I think that in this case I do not want to use a system for the equations, as I need to estimate c(1) and c(2) per subject.

I am trying to loop through the subjects one at a time.
Code looks like this now....

Code: Select all


'Create a group for the subjects. 
'Will loop through these for equations after
group tempGroup
for !i = 1 to 96

 	if !i <10 then 
		tempGroup.add series0{!i}
	else
		tempGroup.add series{!i}
	endif
next

'Start value for coefficient 1 and 2 is 1
'Eventually may need to constrain c(1) between 0.01 and 2
'Eventually may need to constrain c(2) between 0.001 and 10
param c(1) 1 c(2) 1


'loop through each subject and estimate nls
for !j = 1 to 96

equation eq{!j}.ls (nn_p1^c(1)) / ( nn_p1^c(1) + (1 - nn_p1)^c(1) ) ^ (1/c(1)) * ( nn_z1 ^ c(2) )  +  ( 1 - (nn_p1^c(1)) / ( nn_p1^c(1) + (1 - nn_p1)^c(1) ) ^ (1/c(1)) ) *  ( nn_z2 ^ c(2)) = tempGroup(!j)^c(2)

next

Error I am getting is Log of non positive in analytic derivatives....any ideas?

Posted: **Wed Jul 06, 2011 12:25 pm**

It's a tricky model to estimate since you've got exponents of exponents which can blow up or cause range errors. After playing around with it, I don't think it's an EViews problem, I think it's a model problem (incidentally, using numeric derivatives gets you farther, but you still end up with out-of-range errors).

Posted: **Wed Jul 06, 2011 12:44 pm**

Thanks for checking....I will keep playing with it and see if I can get something out...

Jen

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