In the following program for ECS estimation, showing error in line 37. Can you please help me to solve it? Thanks.

```
clear p, pold, y, x, h, z, zz, delp;
let h0 = 60;
let h1 = 40;
let ph = 0.5;
y0 = 720;
num = 20;
let b = 4.95 -14.22 0.082;
let omega = .01 0 0
0 9 .04
0 .04 .0004;
omega = .01*omega;
call ecs;
proc q(x,p);
local y;
p = x[1];
y = x[2];
z = b[1] + b[2]*p + b[3]*y;
retp(z);
endp;
@====================================@
proc 0= ecs;
local del, tcs, g, gf, vh, vy, lam, nety, p0, p1, i, cs, dwl, dpdx, ss, covy, np, ny, nb, nh;
clear delp, tcs, vy;
del = (h1-h0)/num;
h = h0;
y = y0;
p = ph;
pold = p;
nh= rows(h);
nb= rows(b);
i= 1;
do until i>num;
nety= y-h'ph;
zz= h|nety;
p= px(zz);
delp = p-pold;
pold = p;
g = gradp(&px,zz);
gf = gradp(&pb,b);
dpdx = g[.,1:nh]-g[.,nh+1]*pold';
cs = -del'pold-.5*del'dpdx*del+del'ph;
ss = gf*omega*gf';
lam = del'g[.,nh+1];
if (h == h0);
vy = del'ss*del;
covy = zeros(nb,1);
else;
vy = vy.*(1-lam)^2+del'ss*del.*(3-2*lam)+2*(lam-1)*del'gf*covy;
covy = covy - omega*gf'del;
endif;
tcs = tcs + cs;
h = h + del;
y = y + cs;
i = i + 1;
endo;
"TCS =" tcs;
"stder TCS=" sqrt(vy);
endp;
proc pv (z,b);
local i, g, h, nety, nh, f, pp0;
nh = rows(z)-1;
h = z[1:nh];
nety = z[nh+1];
p = pold + delp;
pp0=p;
i=1;
do until i>500;
x=p|(nety+h'p[1:nh]);
f=h-q(x,b);
g=gradp(&qx,x);
p=p+inv(g[.,1:nh])*f;
if abs(p-pp0)<0.000001;
retp(p);
endif;
pp0=p;
i=i+1;
endo;
"not converged";
end;
endp;
proc px(zz);
retp(pv(zz,b));
endp;
proc pb(b);
retp(pv(zz,b));
endp;
proc qx(x);
retp(q(x,b));
endp;
@======================================@
```

## 3 Answers

0

Matrices problems are solved. I used omega[3,3].

But, I am not getting the value of standard error. It only showing zero for all.

Can you please help me to solve this problem?

Thanks

0

I think you might prefer creating matrices in this manner:

```
omega = { .01 0 0,
0 9 .04,
0 .04 .0004 };
```

where commas separate rows and spaces separate elements in the row. I think it is a little more clear.

Now to the standard error. We can see that the GAUSS variable being printed as the standard error is:

`"stder TCS=" sqrt(vy);`

The variable `vy` is assigned to in only two locations:

`vy = vy.*(1-lam)^2+del'ss*del.*(3-2*lam)+2*(lam-1)*del'gf*covy;`

and

`vy = del'ss*del;`

I ran the code using the GAUSS debugger so I could stop on these lines and look at the value of the variables. It turns out that `ss` is always zero, because the assignment to `gf` here:

`gf = gradp(&pb,b);`

is always zero on every iteration. You should look into this.

0

Thank you very much.

I tried to solve it. But, I could not. Do you have any suggestion?