st: comparing logit coefficients

[Jeremy Reynolds <jeremyr@uga.edu>]

In 1999, Paul Allison published a paper in Sociological Methods & 
Research (vol. 28 issue 2 pages 186-208) about comparing logit 
coefficients across models.  I am trying to use the Stata code that he 
included in the paper's appendix (see below).  In particular, I want to 
compare coefficients for two logistic regression models, one with men 
and one with women, but I can't get the code to run properly.

Stata 8 seems to understand and define the program below, but the ml 
maximize statement does not run, and it produces the following error: 
"*__00000S invalid name ".  I've checked and double-checked the program 
and my modified version of the model statement in the belief that I have 
simply typed something wrong, but I can't seem to figure out where the 
problem is.

Has anyone used Allison's program successfully?  Any idea why the code 
below does not run?
Maybe my problem is with the maximize statement and not the program?

Thanks,

Jeremy

--Below I have listed the Stata code and comments from the appendix--

program define glogit
version 6
args lnf theta delta
quietly replace 
`lnf'=$ml_y1*`theta'*(1+`delta')-ln(1+exp(`theta'*(1+`delta')))
end

ml model lf glogit (prom = undgrd arts dur dur2 prest female) (delta: 
female,nocons)
ml maximize

The commands bracketed by PROGRAM and END define the estimation problem 
in a general way. These commands can be saved in a DO file and used for 
any data set or particular set of variables in the model. In the ML 
MODEL command, LF specifies the optimization algorithm and GLOGIT refers 
to the name of the program defined earlier.

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