It works wonders for me. I don't know what to say.
I suggest you try -update query- given that the -ml- changed in version 8.1
although I doubt it will make any difference since nothing of what you use
here as changed since version 8
. use http://www.stata-press.com/data/r8/auto.dta, clear
(1978 Automobile Data)
. capture program drop mylogit
. program define mylogit
1. args lnf Xb
2. replace `lnf' = -ln(1+exp(-`Xb')) if $ML_y1==1
3. replace `lnf' = -`Xb' -ln(1+exp(-`Xb')) if $ML_y==0
4. end
. ml model lf mylogit (foreign=mpg weight)
. ml maximize
(22 real changes made)
(52 real changes made)
initial: log likelihood = -51.292891
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
alternative: log likelihood = -46.081697
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
rescale: log likelihood = -45.181365
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
Iteration 0: log likelihood = -45.181365
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
Iteration 1: log likelihood = -29.420506
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
Iteration 2: log likelihood = -27.220547
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
Iteration 3: log likelihood = -27.175237
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
Iteration 4: log likelihood = -27.175156
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
(22 real changes made)
(52 real changes made)
Iteration 5: log likelihood = -27.175156
Number of obs =
74
Wald chi2(2) =
17.78
Log likelihood = -27.175156 Prob > chi2 =
0.0001
----------------------------------------------------------------------------
--
foreign | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
mpg | -.1685869 .0919175 -1.83 0.067 -.3487418
.011568
weight | -.0039067 .0010116 -3.86 0.000 -.0058894
-.001924
_cons | 13.70837 4.518709 3.03 0.002 4.851859
22.56487
----------------------------------------------------------------------------
--
----------------------------------------------------------------------------
----
*From David Greenberg <[email protected]>
To [email protected]
Subject st: Maximum-likelihood estimation
Date Mon, 02 Feb 2004 20:05:51 -0500
----------------------------------------------------------------------------
----
I am trying to learn the maximum-likelihood procedure in Stata SE version
8, but am getting error messages when following illustrative examples, one
from someone's web site, the other from the Stata manual. Perhaps someone
can tell me what I'm doing wrong.
Here is the first example:
use http://www.stata-press.com/data/r8/auto.dta
program define mylogit
args lnf Xb
replace `lnf' = -ln(1+exp(-`Xb')) if $ML_y1==1
replace `lnf' = -`Xb' -ln(1+exp(-`Xb')) if $ML_y==0
end
ml model lf mylogit (foreign=mpg weight)
ml maximize
At this point I get the message
varlist required
(r100);
What do I need to do to fix the syntax?
Thanx,
David Greenberg
Sociology Department
New York University
*
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