In your first program you refer to a local macro ivar which
you never define. I think you meant to have earlier
local ivar "`s(ivar)'"
Nick
[email protected]
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of Alfonso
> Miranda Caso Luengo
> Sent: 14 June 2004 16:48
> To: [email protected]
> Subject: Re: st: fweights + ml d0
>
>
> Dear all,
>
> Here is an example of the problems I found with fw and ml d0.
> This code estimates a sequential probit. A dummy dependent
> variable is observed for each individual in various periods.
> The model predicts the probability of observing a given
> sequence. For each individual draws are iid. However,
> observations in the data set are not independent as each
> individual contributes a group of observations. Hence, the ml
> linear-form restriction is not met in this case.
>
> Here is the example. Can anyone see the error?
>
> Many thanks in advance,
>
> Alfonso.
>
>
> --------------------------------------------------------------
> -----------------
> log: C:\temp\mycode.smcl
> log type: smcl
> opened on: 14 Jun 2004, 16:44:28
>
> . do "C:\temp\mycode.do"
>
> .
> . capture program drop mycode2
>
> . program define mycode2, eclass
> 1. syntax [varlist] [if] [in] [fw] [, I(string) ]
> 2.
> . /* Obtaining dependent variable and explanatory
> variables */
> .
> . gettoken endgv exogv : varlist, parse("")
> 3.
> . /* Selecting sample */
> .
> . marksample touse
> 4. xt_iis `i'
> 5. local i "`s(ivar)'"
> 6. global S_ivar "`i'"
> 7. markout `touse' `ivar' `varlist', strok
> 8.
> . /* Sorting data */
> .
> . sort `i'
> 9.
> . /* Etimate */
> .
> . ml model d0 mycode2_ll ("`endgv'": `endgv' = `exogv') /*
> > */ [`weight'`exp'] if `touse'
> 10.
> . ml check
> 11. end
>
> .
> . capture program drop mycode2_ll
>
> . program define mycode2_ll
> 1. args todo b lnf
> 2.
> . local y "$ML_y1"
> 3. local i "$S_ivar"
> 4.
> . tempvar xb F last
> 5.
> . mleval `xb' = `b'
> 6.
> . qui {
> 7. by `i' : gen `last' = cond(_n==_N,1,0)
> 8.
> . gen double `F' = . in 1 if $ML_samp
> 9.
> . #delimit ;
> delimiter now ;
> . by `i': replace `F' =
> > cond(_n==1,
> > cond(`y',normprob(`xb'),normprob(-`xb')),
> > cond(`y',
> > normprob(`xb'),normprob(-`xb'))*`F'[_n-1] ) if $ML_samp;
> 10. #delimit cr
> delimiter now cr
> .
> . mlsum `lnf' = log(`F') if `last'
> 11.
> . }
> 12. end
>
> .
> . mycode depv d4-d30 catholic indspker edu12 c6372 c7382
> agu-chih durango-z
> > a [fw=wt], i(id)
>
> Test 1: Calling mycode_ll to check if it computes log likelihood and
> does not alter coefficient vector...
> FAILED; mycode_ll returned error 499.
>
> Here is a trace of its execution:
> --------------------------------------------------------------
> ----------------
> -> mycode_ll 0 ML_b ML_f __0000QH __0000QI __0000QA
> - `begin'
> - args todo b lnf
> - local y "$ML_y1"
> - local i "$S_ivar"
> - tempvar xb F last
> - mleval `xb' = `b'
> - qui {
> - by `i' : gen `last' = cond(_n==_N,1,0)
> - gen double `F' = . in 1 if $ML_samp
> - by `i': replace `F' = cond(_n==1,
> cond(`y',normprob(`xb'),normprob(-`xb')), c
> > ond(`y', normprob(`xb'),normprob(-`xb'))*`F'[_n-1] ) if $ML_samp
> - mlsum `lnf' = log(`F') if `last'
> mlsum must be over entire estimation sample when weights
> are specified
> }
> - `end'
> --------------------------------------------------------------
> ----------------
> Fix mycode_ll.
> r(499);
>
> end of do-file
> r(499);
>
> . log close
> log: C:\temp\mycode.smcl
> log type: smcl
> closed on: 14 Jun 2004, 16:46:01
> --------------------------------------------------------------
> -----------------
>
> =====================================
> Alfonso Miranda
> PhD Student
>
> Economics Department
> University of Warwick
> Coventry CV4 7AL
> E-mail:[email protected]
> WebPage: http://www.warwick.ac.uk/go/amiranda
> =====================================
>
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