It appears that you are not supplying a variable with log gamma,
the third argument of your program.
Nick
[email protected]
[email protected]
> I'm using Gould, Pitblado, & Scribney's 'Maximum Likelihood
> Estimation w/ Stata' book (2nd ed.) and want to use the program
> (pg. 57) the authors have provided for use w/ the Weibull
> distribution. I used their program verbatim but when I run it
> on my (small) data set, one of several errors is returned
> (invalid syntax, unknown operation, etc.). I have two
> variables: 'relapse' (time to relapse) and 'censor' (0 for
> censored and 1 otherwise -- incidentally, none of the
> observations are censored, so maybe this variable is
> unnecessary). The program is pasted below:
>
> program weib1
> version 8.2
> args lnf leta lgam
> tempvar p M R
> quietly {
> gen double `p' = exp(`lgam')
> gen double `M' = ($ML_y1*exp(-`leta'))^`p'
> gen double `R' = ln($ML_y1)-`leta'
> replace `lnf' = -`M'+$ML_y2*(`lgam'-`leta'+(`p'-
> 1)*`R')
> }
> end
>
> And this is the code w/ a snippet of the output & subsequent
> error:
>
> . ml model lf weib1 ()
> . ml maximize
> invalid syntax
> r(198);
>
> . ml check
>
> Test 1: Calling weib1 to check if it computes log likelihood
> and
> does not alter coefficient vector...
> FAILED; weib1 returned error 198.
>
> Here is a trace of its execution:
> ---------------------------------------------------------------
> ->
> weib1 __000003 __000002
> - `begin'
> = capture noisily version 8.2: weib1 __000003
> __000002
> -------------------------------------------------
> --------------- begin weib1 ---
> - version 8.2
> - args lnf leta lgam
> - tempvar p M R
> - quietly {
> - gen double `p' = exp(`lgam')
> = gen double __000004 = exp()
> invalid syntax
>
>
>
> Does anyone have any suggestions? Perhaps I am missing
> something obvious altogether regarding maximum likelihood
> estimation and if so, I'd appreciate any feedback.
> Parenthetically, I started a thread on Weibull maximum
> likelihood estimation about one year ago and Bobby Gutierrez &
> Nick Cox kindly pointed me towards the -nlcom- command which
> accomplishes what I need, however, I want to learn how to do
> this via the 'nuts & bolts' way.
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