Dear Statalist users,
I'm trying to replicate the ordered logit by programing a maximum
likelihood.
I'm running the program with the fullauto.dta database as in the manual.
I have these two programs that I think should be equal, but the first one
works and the second doesn't. Can somebody explain what is going on?
* First I create the indicator variable
tempvar i1 i2 i3 i4 i5
forvalues x=1/5 {
gen i`x'=0
replace i`x'=1 if `x'==rep77
}
**************************************
*** PROGRAM 1 ***
**************************************
capture program drop jologit
program define jologit
args lnf k1 k2 k3 k4
tempvar p1 p2 p3 p4 d1 d2 d3 d4
forvalues z=1/4 {
gen double `p`z''=1+exp(`k`z'')
gen double `d`z''=1/`p`z''
}
replace
`lnf'=$ML_y1*log(`d1')+$ML_y2*log(`d2'-`d1')+$ML_y3*log(`d3'-`d2')+$ML_y4*log(`d4'-`d3')+$ML_y5*log(1-`d4')
end
ml model lf jologit (i1 i2 i3 i4 i5= ) ( ) ( ) ( )
ml check
ml maximize
**************************************
*** PROGRAM 2 ***
**************************************
capture program drop jologit
program define jologit
args lnf k1 k2 k3 k4
tempvar p1 p2 p3 p4 d1 d2 d3 d4
forvalues z=1/4 {
quietly gen double `p`z''=1+exp(`k`z'')
quietly gen double `d`z''=1/`p`z''
}
replace `lnf'=log(`d1') if $ML_y1==1
replace `lnf'=log(`d2'-`d1') if $ML_y2==1
replace `lnf'=log(`d3'-`d2') if $ML_y3==1
replace `lnf'=log(`d4'-`d3') if $ML_y4==1
replace `lnf'=log(1-`d4') if $ML_y5==1
end
ml model lf jologit (i1 i2 i3 i4 i5= ) ( ) ( ) ( )
ml check
ml maximize
* Run them separately since they have the same name
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