[Limdep Nlogit List] Problem with NLSUR

William Greene wgreene at stern.nyu.edu
Wed Apr 29 01:37:50 EST 2009

James. In the header box for an estimated model, limdep/nlogit
generally reports the number of parameters based on the number
of "x" variables that appear in the equation.  For user specified
models such as NLSQ and NLSUR, there is no way at this point for
the reporting routine actually to know how many parameters were
estimated. That is buried in the specification of the model
in the ;FNj or ; FCN definitions.. 
It might be smarter to have reported a "*," or nothing at all
at that point. In fact, it is not reporting zero coefficients;
it is reporting "unknown."  Notice that no restricted value of
the log likelihood or test statistics are given, and that all
the different IC statistics are the same - because each is
an adjustment based on the unknown number of parameters.
/Bill Greene 

----- Original Message -----
From: "James Rao" <James.Rao at agr.uni-goettingen.de>
To: "Limdep and Nlogit Mailing List" <limdep at limdep.itls.usyd.edu.au>
Sent: Tuesday, April 28, 2009 11:27:44 AM GMT -05:00 US/Canada Eastern
Subject: Re: [Limdep Nlogit List] Problem with NLSUR


In estimating the a non linear systems of equations am using the NLSUR
command that corresponds to "nonlinear IV systems of equations (NL3SLS)". In
the table of results shown below, I wonder whether or not its right that the
"Number of parameters is shown to be = 0"

Is it also right that my information criteria are all the same?

| Nonlinear minimization over  3 equations.   |
| Maximum Likelihood Estimates                |
| Model estimated: Apr 24, 2009 at 03:17:54PM.|
| Dependent variable             MultEqns     |
| Weighting variable                 None     |
| Number of observations              402     |
| Iterations completed                 17     |
| Log likelihood function        101.8690     |
| Number of parameters                  0     |
| Info. Criterion: AIC =          -.50681     |
|   Finite Sample: AIC =          -.50681     |
| Info. Criterion: BIC =          -.50681     |
| Info. Criterion:HQIC =          -.50681     |
| Disturbances are   correlated               |
| Covariance matrix used is (1/N)E'E          |
| Number of iterations over S is    11        |
| Used multiple    equation nonlinear 3S-IV.  |
| McElroy R-squared for the system =  .46612  |

Rao E.O. James (Msc)
Research Associate/PhD Student

Department of Agricultural Economics and Rural Development
Georg-August University of Göttingen
Platz der Gottinger Sieben 5
37073 Göttingen, Germany.
Tell:+49-551-394443 (Office)
E-mail: jimrao2 at yahoo.co.uk;  James.Rao at agr.uni-goettingen.de

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