constrained parameters outcomes of nlsur QUAIDS

[David Achiles]

Dear All,

I am using "nlsur" command to estimate QUAIDS model with a 7 goods. While I prepared all commands and afterward of running program, I am getting this outcomes information " 0(constrained)" on all alpha parameters ( a1, a2, a3, a4, a5 a6) and beta (b5, b6).

I will be very grateful if someone could to give some suggestion or advice in this issue. Because I have got too much confuse on checked of whole commands.

Please my codes:

   program nlsurquaids
version 13
syntax varlist(min=14 max=14) if, at(name)
tokenize `varlist'
args w1 w2 w3 w4 w5 w6 lnp1 lnp2 lnp3 lnp4 lnp5 lnp6 lnp7 lnm
   
  tempname a1 a2 a3 a4 a5 a6 a7
scalar `a1' = `at'[1,1]
scalar `a2' = `at'[1,2]
scalar `a3' = `at'[1,3]
scalar `a4' = `at'[1,4]
scalar `a5' = `at'[1,5]
scalar `a6' = `at'[1,6]
scalar `a7' = 1 - `a1' - `a2' - `a3' - `a4' - `a5' - `a6'
**********************************************************
tempname b1 b2 b3 b4 b5 b6 b7
scalar `b1' = `at'[1,7]
scalar `b2' = `at'[1,8]
scalar `b3' = `at'[1,9]
scalar `b4' = `at'[1,10]
scalar `b5' = `at'[1,11]
scalar `b6' = `at'[1,12]
scalar `b7' = -`b1' - `b2' - `b3' - `b4' - `b5' - `b6'
**********************************************************
tempname g11 g12 g13 g14 g15 g16 g17
tempname g21 g22 g23 g24 g25 g26 g27
tempname g31 g32 g33 g34 g35 g36 g37
tempname g41 g42 g43 g44 g45 g46 g47
tempname g51 g52 g53 g54 g55 g56 g57
tempname g61 g62 g63 g64 g65 g66 g67
tempname g71 g72 g73 g74 g75 g76 g77
********************************************************
scalar `g11' = `at'[1,13]
scalar `g12' = `at'[1,14]
scalar `g13' = `at'[1,15]
scalar `g14' = `at'[1,16]
scalar `g15' = `at'[1,17]
scalar `g16' = `at'[1,18]
scalar `g17' = -`g11'-`g12'-`g13'-`g14'-`g15'-`g16'
*********************************************************
scalar `g21' = `g12'
scalar `g22' = `at'[1,19]
scalar `g23' = `at'[1,20]
scalar `g24' = `at'[1,21]
scalar `g25' = `at'[1,22]
scalar `g26' = `at'[1,23]
scalar `g27' = -`g21'-`g22'-`g23'-`g24'-`g25'-`g26'
*********************************************************
scalar `g31' = `g13'
scalar `g32' = `g23'
scalar `g33' = `at'[1,24]
scalar `g34' = `at'[1,25]
scalar `g35' = `at'[1,26]
scalar `g36' = `at'[1,27]
scalar `g37' = -`g31'-`g32'-`g33'-`g34'-`g35'-`g36'
*********************************************************
scalar `g41' = `g14'
scalar `g42' = `g24'
scalar `g43' = `g34'
scalar `g44' = `at'[1,28]
scalar `g45' = `at'[1,29]
scalar `g46' = `at'[1,30]
scalar `g47' = -`g41'-`g42'-`g43'-`g44'-`g45'-`g46'
******************************************************************
scalar `g51' = `g15'
scalar `g52' = `g25'
scalar `g53' = `g35'
scalar `g54' = `g45'
scalar `g55' = `at'[1,31]
scalar `g56' = `at'[1,32]
scalar `g57' = -`g51'-`g52'-`g53'-`g54'-`g55'-`g56'
*****************************************************************
scalar `g61' = `g16'
scalar `g62' = `g26'
scalar `g63' = `g36'
scalar `g64' = `g46'
scalar `g65' = `g56'
scalar `g66' = `at'[1,33]
scalar `g67' = -`g61'-`g62'-`g63'-`g64'-`g65'-`g66'
*********************************************************************
scalar `g71' = `g17'
scalar `g72' = `g27'
scalar `g73' = `g37'
scalar `g74' = `g47'
scalar `g75' = `g57'
scalar `g76' = `g67'
scalar `g77' = -`g71'-`g72'-`g73'-`g74'-`g75'-`g76'
****************************************************************************************************
tempname l1 l2 l3 l4 l5 l6 l7
scalar `l1' = `at'[1,34]
scalar `l2' = `at'[1,35]
scalar `l3' = `at'[1,36]
scalar `l4' = `at'[1,37]
scalar `l5' = `at'[1,38]
scalar `l6' = `at'[1,39]
scalar `l7' = -`l1'-`l2'-`l3'-`l4'-`l5'-`l6'
   
  **************************************************************************************************************
  
quietly {
tempvar lnpindex
gen double `lnpindex' = 5 + `a1'*`lnp1' + `a2'*`lnp2' + `a3'*`lnp3' + `a4'*`lnp4' + `a5'*`lnp5' + `a6'*`lnp6' + `a7'*`lnp7'
forvalues i = 1/7 {
forvalues j = 1/7 {
replace `lnpindex' = `lnpindex' + 0.5*`g`i'`j''*`lnp`i''*`lnp`j''
}
}
   
  **** The b(p) term in the QUAIDS model:
tempvar bofp
gen double `bofp' = 0
forvalues i = 1/7 {
replace `bofp' = `bofp' + `lnp`i''*`b`i''
}
replace `bofp' = exp(`bofp')
replace `w1' = `a1' + `g11'*`lnp1' + `g12'*`lnp2' + `g13'*`lnp3' + `g14'*`lnp4' + `g15'*`lnp5' + `g16'*`lnp6' + `g17'*`lnp7' +  ///
`b1'*(`lnm' - `lnpindex') + `l1'/`bofp'*(`lnm' - `lnpindex')^2
   
  replace `w2' = `a2' + `g21'*`lnp1' + `g22'*`lnp2' + `g23'*`lnp3' + `g24'*`lnp4' + `g25'*`lnp5' + `g26'*`lnp6' + `g27'*`lnp7' +  ///
`b2'*(`lnm' - `lnpindex') + `l2'/`bofp'*(`lnm' - `lnpindex')^2
   
  replace `w3' = `a3' + `g31'*`lnp1' + `g32'*`lnp2' + `g33'*`lnp3' + `g34'*`lnp4' + `g35'*`lnp5' + `g36'*`lnp6' + `g37'*`lnp7' +  ///
`b3'*(`lnm' - `lnpindex') + `l3'/`bofp'*(`lnm' - `lnpindex')^2
   
  replace `w4' = `a4' + `g41'*`lnp1' + `g42'*`lnp2' + `g43'*`lnp3' + `g44'*`lnp4' + `g45'*`lnp5' + `g46'*`lnp6' + `g47'*`lnp7' +  ///
`b4'*(`lnm' - `lnpindex') + `l4'/`bofp'*(`lnm' - `lnpindex')^2
   
  replace `w5' = `a5' + `g51'*`lnp1' + `g52'*`lnp2' + `g53'*`lnp3' + `g54'*`lnp4' + `g55'*`lnp5' + `g56'*`lnp6' + `g57'*`lnp7' +  ///
`b3'*(`lnm' - `lnpindex') + `l5'/`bofp'*(`lnm' - `lnpindex')^2
   
  replace `w6' = `a6' + `g61'*`lnp1' + `g62'*`lnp2' + `g63'*`lnp3' + `g64'*`lnp4' + `g65'*`lnp5' + `g66'*`lnp6' + `g67'*`lnp7' +  ///
`b4'*(`lnm' - `lnpindex') + `l6'/`bofp'*(`lnm' - `lnpindex')^2
}
end
   
  nlsur quaids @ w1 w2 w3 w4 w5 w6 lnp1 lnp2 lnp3 lnp4 lnp5 lnp6 lnp7 lnm, ifgnls neq(6) parameters(a1 a2 a3 a4 a5 a6 b1 b2 b3 b4 b5 b6  ///
l1 l2 l3 l4 l5 l6 g11 g12 g13 g14 g15 g16 g22 g23 g24 g25 g26 g33 g34 g35 g36 g44 g45 g46 g55 g56 g66) nolog

and over here there are outcomes:

  
     
 Coef. Std. Err.      z P>z [95% Conf. Interval]
     
/a1 0 (constrained)
/a2 0 (constrained)
/a3 0 (constrained)
/a4 0 (constrained)
/a5 0 (constrained)
/a6 0 (constrained)
/b1 .0000632 .0000155     4.08 0.000 .0000329 .0000936
/b2 -.0000202 6.78e-06    -2.98 0.003 -.0000335 -6.92e-06
/b3 -.0000255 3.51e-06    -7.26 0.000 -.0000324 -.0000186
/b4 -.0000285 4.84e-06    -5.88 0.000 -.000038 -.000019
/b5 0 (constrained)
/b6 0 (constrained)
/l1 .0569487 .0016427    34.67 0.000 .0537291 .0601683
/l2 -.0080335 .0002737   -29.35 0.000 -.00857 -.007497
/l3 -.0136169 .0006414   -21.23 0.000 -.0148741 -.0123597

Thank you in advance

Regards,
David

[Yanjun Ren]

Dear David,

Have you figured out this problem? since now I have the same problem when estimating a demand system with 8 food items all the demographic variables in the seventh equation are constraint as you posted: 0 (constrained). If you have any solution, please kindly let me know. thank you.

best,
Yanjun