Sorry, no. I lost track of what you are doing here,
and wouldn't understand it anyway. But
I note that as you just -sort- on identifier,
you are jumbling observations within each panel.
Which is tagged as last will then be arbitrary.
Any reason not to use -tsset-?
Nick
[email protected]
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of Alfonso
> Miranda Caso Luengo
> Sent: 14 June 2004 19:11
> To: [email protected]
> Subject: RE: st: fweights + ml d0
>
>
> Dear Nick,
>
> Many thanks for your point. I did the correction but still
> have the problem with mlsum. Any other ideas?
>
> Best,
>
> Alfonso.
>
> =====================================
> Alfonso Miranda
> PhD Student
>
> Economics Department
> University of Warwick
> Coventry CV4 7AL
> E-mail:[email protected]
> WebPage: http://www.warwick.ac.uk/go/amiranda
> =====================================
> >>> [email protected] 06/14/04 18:47 PM >>>
> 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
> > =====================================
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
