Your example doesn't explictly contain a -sort- command for your
variable "us_id", which might be the problem. -By:- needs to have the
dataset sorted, you can do this on the fly by replacing it with
-bysort:-. To get more information from Stata, you might try using the
-capture- command to trap the error code that would have been returned
in interactive mode.
Hope this helps
-John W
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of
[email protected]
Sent: Monday, June 06, 2005 2:31 PM
To: [email protected]
Subject: st: -by- in ML
Here is my code:
program mylogit2
version 8.0
args todo b lnf
tempvar theta1 a c group_sum last
mleval `theta1' = `b', eq(1)
quietly gen double `a' = exp(`theta1')/(1+exp(`theta1'))
quietly gen double `c' = 1/(1+exp(`theta1'))
by us_id: gen double `group_sum' = sum(ln(`a'^($ML_y1) *
`c'^(1-$ML_y1)))
by us_id: gen double `last' = (_n==_N)
mlsum `lnf' = `group_sum' if `last'
end
ml model d0 mylogit2 (y = x1 x2)
ml check
ml search
ml maximize
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