Hi!
I am trying to run a non-linear regression in Stata using the nl command. The reason I am running the regression is that my data exhibits serial correlation - AR(1). I use the following command.
nl (m = {b0}+ {b1}*lagm + {b2}*y + {b3}r ({b10}){b4}lagy + ({b10}){b5}lagy + ({b10}){b6}*lag2m), initial(b0 0 b1 0.9 b2 0.09 b3 -0.0055 b4 0 b5 0 b6 0.5 b10 0), if A>2
However, I get the error
"error #198 occurred in evaluating expression invalid '(' starting values invalid or some RHS variables have missing values"
I have tried to change the initial values several times and I have, as you can see, made sure that missing values are no problem for the lagged variables.
Best,
I am trying to run a non-linear regression in Stata using the nl command. The reason I am running the regression is that my data exhibits serial correlation - AR(1). I use the following command.
nl (m = {b0}+ {b1}*lagm + {b2}*y + {b3}r ({b10}){b4}lagy + ({b10}){b5}lagy + ({b10}){b6}*lag2m), initial(b0 0 b1 0.9 b2 0.09 b3 -0.0055 b4 0 b5 0 b6 0.5 b10 0), if A>2
However, I get the error
"error #198 occurred in evaluating expression invalid '(' starting values invalid or some RHS variables have missing values"
I have tried to change the initial values several times and I have, as you can see, made sure that missing values are no problem for the lagged variables.
Best,
Comment