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  • Decay parameter - coefficients equal to 0 and standard errors contrained.

    Dear Statalisters,
    I would like to kindly ask you again for some guidance.
    I am working with a panel data and right know I am trying to estimate a relation between past returns and inflows. I run a regression using xtreg with inflows as dependent variable and lagged returns and controls as independent variables to estimate the relation. This gives me b`x' coefficients. These coefficients show a clear decay in the relation between inflows and returns, and thus I would like to estimate the decay parameter, which is called lambda. I use nl function to do that, and sadly I have a problem in its estimation. Not only coefficients seem odd, but also some of them are equal to 0 and std. errs. are presented as "constrained", as below.

    Source SS df MS
    Number of obs = 109,099
    Model -414407.33 9 -46045.2593 R-squared = -343.7693
    Residual 415612.81 109089 3.8098508 Adj R-squared = -343.7978
    Root MSE = 1.951884
    Total 1205.4808 109098 .011049522 Res. dev. = 455529.3


    flow Coef. Std. Err. t P>t [95% Conf. Interval]

    /b0 -7.07849 .0059164 -1196.41 0.000 -7.090086 -7.066894
    /b1 -.3610517 .2203658 -1.64 0.101 -.7929655 .070862
    /lambda .8339175 .020546 40.59 0.000 .7936476 .8741873
    /b2 -1.423675 .5075197 -2.81 0.005 -2.418406 -.4289432
    /b3 -4.466842 1.177618 -3.79 0.000 -6.774958 -2.158727
    /b4 -12.04475 2.715115 -4.44 0.000 -17.36634 -6.723167
    /b5 -27.1263 6.517495 -4.16 0.000 -39.9005 -14.35211
    /b6 -75.59927 15.9357 -4.74 0.000 -106.833 -44.36553
    /b7 -151.5769 38.11032 -3.98 0.000 -226.2726 -76.88121
    /b8 -387.7994 94.38382 -4.11 0.000 -572.7903 -202.8084
    /b9 -1027.495 . . . . .
    /b10 0 (constrained)
    /b11 0 (constrained)
    /b12 0 (constrained)
    /b13 0 (constrained)
    /b14 0 (constrained)
    /b15 0 (constrained)
    /b16 0 (constrained)
    /b17 0 (constrained)
    /b18 0 (constrained)

    The code I used is:
    Code:
    nl (flow = {b0} + {b1}*exp(-{lambda=1}*(1-1))*L1rimkt + {b2}*exp(-{lambda=1}*(2-1))*L2rimkt+{b3}*exp(-{lambda=1}*(3-1))*L3rimkt +{b4}*exp(-{lambda=1}*(4-1))*L4rimkt +{b5}*exp(-{lambda=1}*(5-1))*L5rimkt +{b6}*exp(-{lambda=1}*(6-1))*L6rimkt +{b7}*exp(-{lambda=1}*(7-1))*L7rimkt +{b8}*exp(-{lambda=1}*(8-1))*L8rimkt +{b9}*exp(-{lambda=1}*(9-1))*L9rimkt+{b10}*exp(-{lambda=1}*(10-1))*L10rimkt+{b11}*exp(-{lambda=1}*(11-1))*L11rimkt+{b12}*exp(-{lambda=1}*(12-1))*L12rimkt+{b13}*exp(-{lambda=1}*(13-1))*L13rimkt+{b14}*exp(-{lambda=1}*(14-1))*L14rimkt+{b15}*exp(-{lambda=1}*(15-1))*L15rimkt+{b16}*exp(-{lambda=1}*(16-1))*L16rimkt+{b17}*exp(-{lambda=1}*(17-1))*L17rimkt+{b18}*exp(-{lambda=1}*(18-1))*L18rimkt+lagwaer+dummy_load+portret_sd+laglogsize)
    and this is a slice of my data:
    Code:
    * Example generated by -dataex-. To install: ssc install dataex
    clear
    input float(flow L1rimkt L2rimkt L3rimkt L4rimkt L5rimkt L6rimkt L7rimkt L8rimkt L9rimkt L10rimkt L11rimkt L12rimkt L13rimkt L14rimkt L15rimkt L16rimkt L17rimkt L18rimkt)
       .06421125  -.017319884   .009429906     .0156193    -.0689282   .011679478   -.04665843   .014466103    .02633283   -.04974459  -.017872222   .017628677   .032759383   -.05409095   -.00982769 .00012747012   .034474768     .0588781    .05284487
       .14294726   .036283404  -.017319884   .009429906     .0156193    -.0689282   .011679478   -.04665843   .014466103    .02633283   -.04974459  -.017872222   .017628677   .032759383   -.05409095   -.00982769 .00012747012   .034474768     .0588781
       .05483098   .010630067   .036283404  -.017319884   .009429906     .0156193    -.0689282   .011679478   -.04665843   .014466103    .02633283   -.04974459  -.017872222   .017628677   .032759383   -.05409095   -.00982769 .00012747012   .034474768
       .04278333  .0017872155   .010630067   .036283404  -.017319884   .009429906     .0156193    -.0689282   .011679478   -.04665843   .014466103    .02633283   -.04974459  -.017872222   .017628677   .032759383   -.05409095   -.00982769 .00012747012
      .032421082   -.04328731  .0017872155   .010630067   .036283404  -.017319884   .009429906     .0156193    -.0689282   .011679478   -.04665843   .014466103    .02633283   -.04974459  -.017872222   .017628677   .032759383   -.05409095   -.00982769
       .04655274  -.036506128   -.04328731  .0017872155   .010630067   .036283404  -.017319884   .009429906     .0156193    -.0689282   .011679478   -.04665843   .014466103    .02633283   -.04974459  -.017872222   .017628677   .032759383   -.05409095
       .15657906    .01961552  -.036506128   -.04328731  .0017872155   .010630067   .036283404  -.017319884   .009429906     .0156193    -.0689282   .011679478   -.04665843   .014466103    .02633283   -.04974459  -.017872222   .017628677   .032759383
       .02544618  -.016292986    .01961552  -.036506128   -.04328731  .0017872155   .010630067   .036283404  -.017319884   .009429906     .0156193    -.0689282   .011679478   -.04665843   .014466103    .02633283   -.04974459  -.017872222   .017628677
       .05981053   .005662393  -.016292986    .01961552  -.036506128   -.04328731  .0017872155   .010630067   .036283404  -.017319884   .009429906     .0156193    -.0689282   .011679478   -.04665843   .014466103    .02633283   -.04974459  -.017872222
       .04304707  .0042842356   .005662393  -.016292986    .01961552  -.036506128   -.04328731  .0017872155   .010630067   .036283404  -.017319884   .009429906     .0156193    -.0689282   .011679478   -.04665843   .014466103    .02633283   -.04974459
       .04106807  -.031966537  .0042842356   .005662393  -.016292986    .01961552  -.036506128   -.04328731  .0017872155   .010630067   .036283404  -.017319884   .009429906     .0156193    -.0689282   .011679478   -.04665843   .014466103    .02633283
       .03170959  .0003627092  -.031966537  .0042842356   .005662393  -.016292986    .01961552  -.036506128   -.04328731  .0017872155   .010630067   .036283404  -.017319884   .009429906     .0156193    -.0689282   .011679478   -.04665843   .014466103
       .01219242   -.09163456  .0003627092  -.031966537  .0042842356   .005662393  -.016292986    .01961552  -.036506128   -.04328731  .0017872155   .010630067   .036283404  -.017319884   .009429906     .0156193    -.0689282   .011679478   -.04665843
       .02987143  -.071403876   -.09163456  .0003627092  -.031966537  .0042842356   .005662393  -.016292986    .01961552  -.036506128   -.04328731  .0017872155   .010630067   .036283404  -.017319884   .009429906     .0156193    -.0689282   .011679478
       .07570846  -.022570916  -.071403876   -.09163456  .0003627092  -.031966537  .0042842356   .005662393  -.016292986    .01961552  -.036506128   -.04328731  .0017872155   .010630067   .036283404  -.017319884   .009429906     .0156193    -.0689282
      .012938564   -.03362958  -.022570916  -.071403876   -.09163456  .0003627092  -.031966537  .0042842356   .005662393  -.016292986    .01961552  -.036506128   -.04328731  .0017872155   .010630067   .036283404  -.017319884   .009429906     .0156193
       -.0116617   -.03743999   -.03362958  -.022570916  -.071403876   -.09163456  .0003627092  -.031966537  .0042842356   .005662393  -.016292986    .01961552  -.036506128   -.04328731  .0017872155   .010630067   .036283404  -.017319884   .009429906
     -.016351657    .03250272   -.03743999   -.03362958  -.022570916  -.071403876   -.09163456  .0003627092  -.031966537  .0042842356   .005662393  -.016292986    .01961552  -.036506128   -.04328731  .0017872155   .010630067   .036283404  -.017319884
      -.04919793  -.029696915    .03250272   -.03743999   -.03362958  -.022570916  -.071403876   -.09163456  .0003627092  -.031966537  .0042842356   .005662393  -.016292986    .01961552  -.036506128   -.04328731  .0017872155   .010630067   .036283404
      -.02783768    -.0555886  -.029696915    .03250272   -.03743999   -.03362958  -.022570916  -.071403876   -.09163456  .0003627092  -.031966537  .0042842356   .005662393  -.016292986    .01961552  -.036506128   -.04328731  .0017872155   .010630067
     -.037038095   -.02309766    -.0555886  -.029696915    .03250272   -.03743999   -.03362958  -.022570916  -.071403876   -.09163456  .0003627092  -.031966537  .0042842356   .005662393  -.016292986    .01961552  -.036506128   -.04328731  .0017872155
     -.020042464    .03344722   -.02309766    -.0555886  -.029696915    .03250272   -.03743999   -.03362958  -.022570916  -.071403876   -.09163456  .0003627092  -.031966537  .0042842356   .005662393  -.016292986    .01961552  -.036506128   -.04328731
         .010482   .027944077    .03344722   -.02309766    -.0555886  -.029696915    .03250272   -.03743999   -.03362958  -.022570916  -.071403876   -.09163456  .0003627092  -.031966537  .0042842356   .005662393  -.016292986    .01961552  -.036506128
      -.04036251  .0019911379   .027944077    .03344722   -.02309766    -.0555886  -.029696915    .03250272   -.03743999   -.03362958  -.022570916  -.071403876   -.09163456  .0003627092  -.031966537  .0042842356   .005662393  -.016292986    .01961552
     -.018091753   .002502967  .0019911379   .027944077    .03344722   -.02309766    -.0555886  -.029696915    .03250272   -.03743999   -.03362958  -.022570916  -.071403876   -.09163456  .0003627092  -.031966537  .0042842356   .005662393  -.016292986
     -.015807519  -.021053534   .002502967  .0019911379   .027944077    .03344722   -.02309766    -.0555886  -.029696915    .03250272   -.03743999   -.03362958  -.022570916  -.071403876   -.09163456  .0003627092  -.031966537  .0042842356   .005662393
      .008462024  -.025546797  -.021053534   .002502967  .0019911379   .027944077    .03344722   -.02309766    -.0555886  -.029696915    .03250272   -.03743999   -.03362958  -.022570916  -.071403876   -.09163456  .0003627092  -.031966537  .0042842356
       -.0752995   -.07307062  -.025546797  -.021053534   .002502967  .0019911379   .027944077    .03344722   -.02309766    -.0555886  -.029696915    .03250272   -.03743999   -.03362958  -.022570916  -.071403876   -.09163456  .0003627092  -.031966537
      -.03604606   .034982223   -.07307062  -.025546797  -.021053534   .002502967  .0019911379   .027944077    .03344722   -.02309766    -.0555886  -.029696915    .03250272   -.03743999   -.03362958  -.022570916  -.071403876   -.09163456  .0003627092
      .007970817    .03186723   .034982223   -.07307062  -.025546797  -.021053534   .002502967  .0019911379   .027944077    .03344722   -.02309766    -.0555886  -.029696915    .03250272   -.03743999   -.03362958  -.022570916  -.071403876   -.09163456
      -.05996968    -.0123583    .03186723   .034982223   -.07307062  -.025546797  -.021053534   .002502967  .0019911379   .027944077    .03344722   -.02309766    -.0555886  -.029696915    .03250272   -.03743999   -.03362958  -.022570916  -.071403876
      -.08650043    .06491913    -.0123583    .03186723   .034982223   -.07307062  -.025546797  -.021053534   .002502967  .0019911379   .027944077    .03344722   -.02309766    -.0555886  -.029696915    .03250272   -.03743999   -.03362958  -.022570916
      -.02326279   -.08798324    .06491913    -.0123583    .03186723   .034982223   -.07307062  -.025546797  -.021053534   .002502967  .0019911379   .027944077    .03344722   -.02309766    -.0555886  -.029696915    .03250272   -.03743999   -.03362958
     -.029082663    -.0117336   -.08798324    .06491913    -.0123583    .03186723   .034982223   -.07307062  -.025546797  -.021053534   .002502967  .0019911379   .027944077    .03344722   -.02309766    -.0555886  -.029696915    .03250272   -.03743999
      -.02927549  -.007381767    -.0117336   -.08798324    .06491913    -.0123583    .03186723   .034982223   -.07307062  -.025546797  -.021053534   .002502967  .0019911379   .027944077    .03344722   -.02309766    -.0555886  -.029696915    .03250272
     -.010910823    .13171938  -.007381767    -.0117336   -.08798324    .06491913    -.0123583    .03186723   .034982223   -.07307062  -.025546797  -.021053534   .002502967  .0019911379   .027944077    .03344722   -.02309766    -.0555886  -.029696915
     -.020239787  -.033481304    .13171938  -.007381767    -.0117336   -.08798324    .06491913    -.0123583    .03186723   .034982223   -.07307062  -.025546797  -.021053534   .002502967  .0019911379   .027944077    .03344722   -.02309766    -.0555886
     -.012158598     .0525231  -.033481304    .13171938  -.007381767    -.0117336   -.08798324    .06491913    -.0123583    .03186723   .034982223   -.07307062  -.025546797  -.021053534   .002502967  .0019911379   .027944077    .03344722   -.02309766
     -.009770213    .02341252     .0525231  -.033481304    .13171938  -.007381767    -.0117336   -.08798324    .06491913    -.0123583    .03186723   .034982223   -.07307062  -.025546797  -.021053534   .002502967  .0019911379   .027944077    .03344722
     -.015139828   -.06061087    .02341252     .0525231  -.033481304    .13171938  -.007381767    -.0117336   -.08798324    .06491913    -.0123583    .03186723   .034982223   -.07307062  -.025546797  -.021053534   .002502967  .0019911379   .027944077
     -.005201414   -.06788474   -.06061087    .02341252     .0525231  -.033481304    .13171938  -.007381767    -.0117336   -.08798324    .06491913    -.0123583    .03186723   .034982223   -.07307062  -.025546797  -.021053534   .002502967  .0019911379
     -.029035004    .09723848   -.06788474   -.06061087    .02341252     .0525231  -.033481304    .13171938  -.007381767    -.0117336   -.08798324    .06491913    -.0123583    .03186723   .034982223   -.07307062  -.025546797  -.021053534   .002502967
     -.014209978   -.03770791    .09723848   -.06788474   -.06061087    .02341252     .0525231  -.033481304    .13171938  -.007381767    -.0117336   -.08798324    .06491913    -.0123583    .03186723   .034982223   -.07307062  -.025546797  -.021053534
      -.01742734   -.04199071   -.03770791    .09723848   -.06788474   -.06061087    .02341252     .0525231  -.033481304    .13171938  -.007381767    -.0117336   -.08798324    .06491913    -.0123583    .03186723   .034982223   -.07307062  -.025546797
    -.0082667945 .00027886778   -.04199071   -.03770791    .09723848   -.06788474   -.06061087    .02341252     .0525231  -.033481304    .13171938  -.007381767    -.0117336   -.08798324    .06491913    -.0123583    .03186723   .034982223   -.07307062
     -.010441297    .05025242 .00027886778   -.04199071   -.03770791    .09723848   -.06788474   -.06061087    .02341252     .0525231  -.033481304    .13171938  -.007381767    -.0117336   -.08798324    .06491913    -.0123583    .03186723   .034982223
     -.021710863   .019894626    .05025242 .00027886778   -.04199071   -.03770791    .09723848   -.06788474   -.06061087    .02341252     .0525231  -.033481304    .13171938  -.007381767    -.0117336   -.08798324    .06491913    -.0123583    .03186723
     -.012441387    .05202619   .019894626    .05025242 .00027886778   -.04199071   -.03770791    .09723848   -.06788474   -.06061087    .02341252     .0525231  -.033481304    .13171938  -.007381767    -.0117336   -.08798324    .06491913    -.0123583
     -.017482596   -.04269013    .05202619   .019894626    .05025242 .00027886778   -.04199071   -.03770791    .09723848   -.06788474   -.06061087    .02341252     .0525231  -.033481304    .13171938  -.007381767    -.0117336   -.08798324    .06491913
      -.01504688  -.013692874   -.04269013    .05202619   .019894626    .05025242 .00027886778   -.04199071   -.03770791    .09723848   -.06788474   -.06061087    .02341252     .0525231  -.033481304    .13171938  -.007381767    -.0117336   -.08798324
     -.014607563   -.09045108  -.013692874   -.04269013    .05202619   .019894626    .05025242 .00027886778   -.04199071   -.03770791    .09723848   -.06788474   -.06061087    .02341252     .0525231  -.033481304    .13171938  -.007381767    -.0117336
      -.01477401    .07908323   -.09045108  -.013692874   -.04269013    .05202619   .019894626    .05025242 .00027886778   -.04199071   -.03770791    .09723848   -.06788474   -.06061087    .02341252     .0525231  -.033481304    .13171938  -.007381767
     -.021601574  -.006466694    .07908323   -.09045108  -.013692874   -.04269013    .05202619   .019894626    .05025242 .00027886778   -.04199071   -.03770791    .09723848   -.06788474   -.06061087    .02341252     .0525231  -.033481304    .13171938
     -.013659327    .03853121  -.006466694    .07908323   -.09045108  -.013692874   -.04269013    .05202619   .019894626    .05025242 .00027886778   -.04199071   -.03770791    .09723848   -.06788474   -.06061087    .02341252     .0525231  -.033481304
     -.015106633   -.02150733    .03853121  -.006466694    .07908323   -.09045108  -.013692874   -.04269013    .05202619   .019894626    .05025242 .00027886778   -.04199071   -.03770791    .09723848   -.06788474   -.06061087    .02341252     .0525231
      -.01373962  -.035077304   -.02150733    .03853121  -.006466694    .07908323   -.09045108  -.013692874   -.04269013    .05202619   .019894626    .05025242 .00027886778   -.04199071   -.03770791    .09723848   -.06788474   -.06061087    .02341252
      -.03783368    .03742094  -.035077304   -.02150733    .03853121  -.006466694    .07908323   -.09045108  -.013692874   -.04269013    .05202619   .019894626    .05025242 .00027886778   -.04199071   -.03770791    .09723848   -.06788474   -.06061087
     -.019454755   .007415425    .03742094  -.035077304   -.02150733    .03853121  -.006466694    .07908323   -.09045108  -.013692874   -.04269013    .05202619   .019894626    .05025242 .00027886778   -.04199071   -.03770791    .09723848   -.06788474
      -.08885615   -.02886951   .007415425    .03742094  -.035077304   -.02150733    .03853121  -.006466694    .07908323   -.09045108  -.013692874   -.04269013    .05202619   .019894626    .05025242 .00027886778   -.04199071   -.03770791    .09723848
     -.034310773  -.011525497   -.02886951   .007415425    .03742094  -.035077304   -.02150733    .03853121  -.006466694    .07908323   -.09045108  -.013692874   -.04269013    .05202619   .019894626    .05025242 .00027886778   -.04199071   -.03770791
     -.020421026   -.07227515  -.011525497   -.02886951   .007415425    .03742094  -.035077304   -.02150733    .03853121  -.006466694    .07908323   -.09045108  -.013692874   -.04269013    .05202619   .019894626    .05025242 .00027886778   -.04199071
      -.01941032  -.011379682   -.07227515  -.011525497   -.02886951   .007415425    .03742094  -.035077304   -.02150733    .03853121  -.006466694    .07908323   -.09045108  -.013692874   -.04269013    .05202619   .019894626    .05025242 .00027886778
      -.02332198    .04079163  -.011379682   -.07227515  -.011525497   -.02886951   .007415425    .03742094  -.035077304   -.02150733    .03853121  -.006466694    .07908323   -.09045108  -.013692874   -.04269013    .05202619   .019894626    .05025242
      .001647876   -.06253357    .04079163  -.011379682   -.07227515  -.011525497   -.02886951   .007415425    .03742094  -.035077304   -.02150733    .03853121  -.006466694    .07908323   -.09045108  -.013692874   -.04269013    .05202619   .019894626
      -.03448563    .02533939   -.06253357    .04079163  -.011379682   -.07227515  -.011525497   -.02886951   .007415425    .03742094  -.035077304   -.02150733    .03853121  -.006466694    .07908323   -.09045108  -.013692874   -.04269013    .05202619
      -.02457697 -.0039736107    .02533939   -.06253357    .04079163  -.011379682   -.07227515  -.011525497   -.02886951   .007415425    .03742094  -.035077304   -.02150733    .03853121  -.006466694    .07908323   -.09045108  -.013692874   -.04269013
     -.019487945  .0023008455 -.0039736107    .02533939   -.06253357    .04079163  -.011379682   -.07227515  -.011525497   -.02886951   .007415425    .03742094  -.035077304   -.02150733    .03853121  -.006466694    .07908323   -.09045108  -.013692874
      -.01209147  -.005114991  .0023008455 -.0039736107    .02533939   -.06253357    .04079163  -.011379682   -.07227515  -.011525497   -.02886951   .007415425    .03742094  -.035077304   -.02150733    .03853121  -.006466694    .07908323   -.09045108
      -.01525884   .003890643  -.005114991  .0023008455 -.0039736107    .02533939   -.06253357    .04079163  -.011379682   -.07227515  -.011525497   -.02886951   .007415425    .03742094  -.035077304   -.02150733    .03853121  -.006466694    .07908323
     -.012374246   .003926143   .003890643  -.005114991  .0023008455 -.0039736107    .02533939   -.06253357    .04079163  -.011379682   -.07227515  -.011525497   -.02886951   .007415425    .03742094  -.035077304   -.02150733    .03853121  -.006466694
     .0008907623   .026045915   .003926143   .003890643  -.005114991  .0023008455 -.0039736107    .02533939   -.06253357    .04079163  -.011379682   -.07227515  -.011525497   -.02886951   .007415425    .03742094  -.035077304   -.02150733    .03853121
     -.018826583   .003632035   .026045915   .003926143   .003890643  -.005114991  .0023008455 -.0039736107    .02533939   -.06253357    .04079163  -.011379682   -.07227515  -.011525497   -.02886951   .007415425    .03742094  -.035077304   -.02150733
    -.0008656509     .0442868   .003632035   .026045915   .003926143   .003890643  -.005114991  .0023008455 -.0039736107    .02533939   -.06253357    .04079163  -.011379682   -.07227515  -.011525497   -.02886951   .007415425    .03742094  -.035077304
     -.006953618    .03079947     .0442868   .003632035   .026045915   .003926143   .003890643  -.005114991  .0023008455 -.0039736107    .02533939   -.06253357    .04079163  -.011379682   -.07227515  -.011525497   -.02886951   .007415425    .03742094
     -.019988336   -.02633181    .03079947     .0442868   .003632035   .026045915   .003926143   .003890643  -.005114991  .0023008455 -.0039736107    .02533939   -.06253357    .04079163  -.011379682   -.07227515  -.011525497   -.02886951   .007415425
      -.02127533    .03986361   -.02633181    .03079947     .0442868   .003632035   .026045915   .003926143   .003890643  -.005114991  .0023008455 -.0039736107    .02533939   -.06253357    .04079163  -.011379682   -.07227515  -.011525497   -.02886951
     -.012650078    .03017683    .03986361   -.02633181    .03079947     .0442868   .003632035   .026045915   .003926143   .003890643  -.005114991  .0023008455 -.0039736107    .02533939   -.06253357    .04079163  -.011379682   -.07227515  -.011525497
      -.01436264   -.02836713    .03017683    .03986361   -.02633181    .03079947     .0442868   .003632035   .026045915   .003926143   .003890643  -.005114991  .0023008455 -.0039736107    .02533939   -.06253357    .04079163  -.011379682   -.07227515
     -.015703198    .02449263   -.02836713    .03017683    .03986361   -.02633181    .03079947     .0442868   .003632035   .026045915   .003926143   .003890643  -.005114991  .0023008455 -.0039736107    .02533939   -.06253357    .04079163  -.011379682
     -.019353895  -.011855766    .02449263   -.02836713    .03017683    .03986361   -.02633181    .03079947     .0442868   .003632035   .026045915   .003926143   .003890643  -.005114991  .0023008455 -.0039736107    .02533939   -.06253357    .04079163
     -.011251256    .01130381  -.011855766    .02449263   -.02836713    .03017683    .03986361   -.02633181    .03079947     .0442868   .003632035   .026045915   .003926143   .003890643  -.005114991  .0023008455 -.0039736107    .02533939   -.06253357
     -.016912574   -.03736446    .01130381  -.011855766    .02449263   -.02836713    .03017683    .03986361   -.02633181    .03079947     .0442868   .003632035   .026045915   .003926143   .003890643  -.005114991  .0023008455 -.0039736107    .02533939
      -.02278063   .004373383   -.03736446    .01130381  -.011855766    .02449263   -.02836713    .03017683    .03986361   -.02633181    .03079947     .0442868   .003632035   .026045915   .003926143   .003890643  -.005114991  .0023008455 -.0039736107
      -.01834264   .010557663   .004373383   -.03736446    .01130381  -.011855766    .02449263   -.02836713    .03017683    .03986361   -.02633181    .03079947     .0442868   .003632035   .026045915   .003926143   .003890643  -.005114991  .0023008455
     -.015192073  -.035169028   .010557663   .004373383   -.03736446    .01130381  -.011855766    .02449263   -.02836713    .03017683    .03986361   -.02633181    .03079947     .0442868   .003632035   .026045915   .003926143   .003890643  -.005114991
     -.017689781    -.0273051  -.035169028   .010557663   .004373383   -.03736446    .01130381  -.011855766    .02449263   -.02836713    .03017683    .03986361   -.02633181    .03079947     .0442868   .003632035   .026045915   .003926143   .003890643
     -.021323675    .05000285    -.0273051  -.035169028   .010557663   .004373383   -.03736446    .01130381  -.011855766    .02449263   -.02836713    .03017683    .03986361   -.02633181    .03079947     .0442868   .003632035   .026045915   .003926143
     -.012431418   .011907075    .05000285    -.0273051  -.035169028   .010557663   .004373383   -.03736446    .01130381  -.011855766    .02449263   -.02836713    .03017683    .03986361   -.02633181    .03079947     .0442868   .003632035   .026045915
     -.018093474    .02242306   .011907075    .05000285    -.0273051  -.035169028   .010557663   .004373383   -.03736446    .01130381  -.011855766    .02449263   -.02836713    .03017683    .03986361   -.02633181    .03079947     .0442868   .003632035
     -.025284193  .0022570454    .02242306   .011907075    .05000285    -.0273051  -.035169028   .010557663   .004373383   -.03736446    .01130381  -.011855766    .02449263   -.02836713    .03017683    .03986361   -.02633181    .03079947     .0442868
      -.01080061  -.005324122  .0022570454    .02242306   .011907075    .05000285    -.0273051  -.035169028   .010557663   .004373383   -.03736446    .01130381  -.011855766    .02449263   -.02836713    .03017683    .03986361   -.02633181    .03079947
     -.017863486  -.013004724  -.005324122  .0022570454    .02242306   .011907075    .05000285    -.0273051  -.035169028   .010557663   .004373383   -.03736446    .01130381  -.011855766    .02449263   -.02836713    .03017683    .03986361   -.02633181
      -.00591335   -.03417934  -.013004724  -.005324122  .0022570454    .02242306   .011907075    .05000285    -.0273051  -.035169028   .010557663   .004373383   -.03736446    .01130381  -.011855766    .02449263   -.02836713    .03017683    .03986361
     -.019796593   -.03891036   -.03417934  -.013004724  -.005324122  .0022570454    .02242306   .011907075    .05000285    -.0273051  -.035169028   .010557663   .004373383   -.03736446    .01130381  -.011855766    .02449263   -.02836713    .03017683
         .037466   .014759962   -.03891036   -.03417934  -.013004724  -.005324122  .0022570454    .02242306   .011907075    .05000285    -.0273051  -.035169028   .010557663   .004373383   -.03736446    .01130381  -.011855766    .02449263   -.02836713
     -.016486939    .03741639   .014759962   -.03891036   -.03417934  -.013004724  -.005324122  .0022570454    .02242306   .011907075    .05000285    -.0273051  -.035169028   .010557663   .004373383   -.03736446    .01130381  -.011855766    .02449263
     -.018450027   .026438687    .03741639   .014759962   -.03891036   -.03417934  -.013004724  -.005324122  .0022570454    .02242306   .011907075    .05000285    -.0273051  -.035169028   .010557663   .004373383   -.03736446    .01130381  -.011855766
     -.009554449  -.008367968   .026438687    .03741639   .014759962   -.03891036   -.03417934  -.013004724  -.005324122  .0022570454    .02242306   .011907075    .05000285    -.0273051  -.035169028   .010557663   .004373383   -.03736446    .01130381
      -.00945608  .0027923156  -.008367968   .026438687    .03741639   .014759962   -.03891036   -.03417934  -.013004724  -.005324122  .0022570454    .02242306   .011907075    .05000285    -.0273051  -.035169028   .010557663   .004373383   -.03736446
     -.008161456  -.006999275  .0027923156  -.008367968   .026438687    .03741639   .014759962   -.03891036   -.03417934  -.013004724  -.005324122  .0022570454    .02242306   .011907075    .05000285    -.0273051  -.035169028   .010557663   .004373383
    end
    These are my b`x' parameters:
    Code:
    * Example generated by -dataex-. To install: ssc install dataex
    clear
    input float(b1 b2 b3 b4 b5 b6 b7 b8 b9 b10 b11 b12 b13 b14 b15 b16 b17 b18)
    .09464598 .12434772 .08417287 .09243746 .07212656 .07692026 .07609677 .07602116 .001871814 .06934923 .10551085 .05137958 .04174801 .0423523 .05154775 .05292499 .0358663 .036272254
    
    end
    May I kindly ask you to help me understand why some coefficients equal to 0 and certain standard errors are "contrained"? Is my code poorly written and I can't see errors?
    More than grateful for your help.

    RafaƂ
    Last edited by Rafal Krol; 31 Jul 2022, 08:51.

  • #2
    Solved!

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