nlsur quaids: Error message when trying to include demographics and account for missing consumption value

[sami farook]

Dear Stata Users

I am trying to estimate demand (budget share) of four goods using quaids by using nlsur and writing my own function evaluator program for this to incorporate two demographic variables (x1 and x2) and accounting for missing values (adding ‘imr’- inverse mills ratio to budget share). However, as I try to estimate budget share I get the following error message from stata:
nlsurquaidsNNP returned 102
verify that nlsurquaidsNNP is a function evaluator program
When I in the end type the following command:
nlsur quaidsNNP @ w1 w2 w3 lnp1-lnp4 lnm, ifgnls nequations(3) param(a1 a2 a3 b1 b2 b3 g11 g12 g13 g22 g23 g33 l1 l2 l3 r11 r12 r21 r21 r31 r32 d1 d2 d3) nolog

My complete do file (function evaluator programming codes) is given below. Can anyone help me to point out what’s wrong with my work?

Regards
Sami

capture clear
capture log close
use "D:\\elasticity 5-30aug15.dta"

program nlsurquaidsNNP
version 12.1
syntax varlist(min=16 max=16) if, at(name)
tokenize `varlist'
args w1 w2 w3 lnp1 lnp2 lnp3 lnp4 lnm x1 x2 imr1 imr2 imr3

tempname a1 a2 a3 a4
scalar `a1' = `at'[1,1]
scalar `a2' = `at'[1,2]
scalar `a3' = `at'[1,3]
scalar `a4' = 1 - `a1' - `a2' - `a3'
tempname b1 b2 b3 b4
scalar `b1' = `at'[1,4]
scalar `b2' = `at'[1,5]
scalar `b3' = `at'[1,6]
scalar `b4' = -`b1' - `b2' - `b3'
tempname g11 g12 g13 g14
tempname g21 g22 g23 g24
tempname g31 g32 g33 g34
tempname g41 g42 g43 g44
scalar `g11' = `at'[1,7]
scalar `g12' = `at'[1,8]
scalar `g13' = `at'[1,9]
scalar `g14' = -`g11' - `g12' - `g13'
scalar `g21' = `g12'
scalar `g22' = `at'[1,10]
scalar `g23' = `at'[1,11]
scalar `g24' = -`g21' - `g22' - `g23'
scalar `g31' = `g13'
scalar `g32' = `g23'
scalar `g33' = `at'[1,12]
scalar `g34' = -`g31' - `g32' - `g33'
scalar `g41' = `g14'
scalar `g42' = `g24'
scalar `g43' = `g34'
scalar `g44' = -`g41' - `g42' - `g43'
tempname l1 l2 l3 l4
scalar `l1' = `at'[1,13]
scalar `l2' = `at'[1,14]
scalar `l3' = `at'[1,15]
scalar `l4' = -`l1' - `l2' - `l3'
// constant and household demographics
tempname r11 r12
tempname r21 r22
tempname r31 r32
scalar `r11' = `at'[1,16]
scalar `r12' = `at'[1,17]
scalar `r21' = `at'[1,18]
scalar `r22' = `at'[1,19]
scalar `r31' = `at'[1,20]
scalar `r32' = `at'[1,21]
// imr
tempname d1 d2 d3
scalar `d1' = `at'[1,22]
scalar `d2' = `at'[1,23]
scalar `d3' = `at'[1,24]

quietly {

// I set a_0 = 5
tempvar lnpindex
gen double `lnpindex' = 5 + `a1'*`lnp1' + `a2'*`lnp2' ///
+ `a3'*`lnp3' + `a4'*`lnp4'
forvalues i = 1/4 {
forvalues j = 1/4 {
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 = 1/4 {
replace `bofp' = `bofp' + `lnp`i''*`b`i''
}
replace `bofp' = exp(`bofp')
// Finally, the expenditure shares for 3 of the 4 // goods (the fourth is dropped to avoid singularity)
replace `w1' = (`a1' + `g11'*`lnp1' + `g12'*`lnp2' + ///
`g13'*`lnp3' + `g14'*`lnp4' + ///
`b1'*(`lnm' - `lnpindex') + ///
`l1'/`bofp'*(`lnm' - `lnpindex')^2 + ///
`r11'*`x1' +`r12'*`x2')+ ///
`d1'*`imr1'
replace `w2' = (`a2' + `g21'*`lnp1' + `g22'*`lnp2' + ///
`g23'*`lnp3' + `g24'*`lnp4' + ///
`b2'*(`lnm' - `lnpindex') + ///
`l2'/`bofp'*(`lnm' - `lnpindex')^2 + ///
`r21'*`x1' +`r22'*`x2') + ///
`d2'*`imr2'
replace `w3' = (`a3' + `g31'*`lnp1' + `g32'*`lnp2' + ///
`g33'*`lnp3' + `g34'*`lnp4' + ///
`b3'*(`lnm' - `lnpindex') + ///
`l3'/`bofp'*(`lnm' - `lnpindex')^2 + ///
`r31'*`x1' +`r32'*`x2') + ///
`d3'*`imr3'
}
end

nlsur quaidsNNP @ w1 w2 w3 lnp1-lnp4 lnm, ifgnls nequations(3) param(a1 a2 a3 b1 b2 b3 g11 g12 g13 g22 g23 g33 l1 l2 l3 r11 r12 r21 r21 r31 r32 d1 d2 d3)

[Nick Cox]

I see no Mata here, so please repost on the General forum, using CODE delimiters as requested.

Meanwhile, a quick glance shows at least one problem:

syntax varlist(min=16 max=16) if, at(name) 
tokenize `varlist'
args w1 w2 w3 lnp1 lnp2 lnp3 lnp4 lnm x1 x2 imr1 imr2 imr3

You are expecting precisely 16 variables. But your args statement gives names only to 13. That's not fatal in itself, but the implication is that the others can only be referenced by

`14' `15` `16`

and I see no such references. Again, that's not fatal in itself, but it suggests that much more checking is needed.

[sami farook]

Dear Nick, thanks for your suggestions. Re-posted this on General Forum.

Regards
Sami