Why does accessing coefficients following estimation with nl require slightly different syntax than for other estimation commands?

Question

Following most estimation commands in Stata (e.g. reg, logit, probit, etc.) one may access the estimates using the _b[ParameterName] syntax (or the synonymous _coef[ParameterName]). For example:

regress y x

followed by

di _b[x]

will display the estimate of the coefficient of x. di _b[_cons] will display the coefficient of the estimated intercept (assuming the regress command was successful), etc.

But if I use the nonlinear least squares command nl I (seemingly) have to do something slightly different. Now (leaving aside that for this example model there is absolutely no need to use a NLLS regression):

nl (y = {_cons} + {x}*x)

followed by (notice the forward slash)

di _b[/x]

will display the estimate of the coefficient of x.

Why does accessing parameter estimates following nl require a different syntax? Are there subtleties to be aware of?

Answer 1

"leaving aside that for this example model there is absolutely no need to use a NLLS regression": I think that's what you can't do here....

The question is about why the syntax is as it is. That's a matter of logic and a matter of history. Why a particular syntax was chosen is ultimately a question for the programmers at StataCorp who chose it. Here is one limited take on your question.

The main syntax for regression-type models grows out of a syntax designed for linear regression models in which by default the parameters include an intercept, as you know.

The original syntax for nonlinear regression models (in the sense of being estimated by nonlinear least-squares) matches a need to estimate a bundle of parameters specified by the user, which need not include an intercept at all. Otherwise put, there is no question of an intercept being a natural default; no parameterisation is a natural default and each model estimated by nl is sui generis.

A helpful feature is that users can choose the names they find natural for the parameters, within the constraints of what counts as a legal name in Stata, say alpha, beta, gamma, a, b, c, etc. If you choose _cons for the intercept in nl that is a legal name but otherwise not special and just your choice; nl won't take it as a signal that it should flip into using regress conventions.

The syntax you cite is part of what was made possible by a major redesign of nl but it is consistent with the original philosophy.

That the syntax is different because it needs to be may not be the answer you seek, but I guess you'll get a fuller answer only from StataCorp; developers do hang out on Statalist, but they don't make themselves visible here.