Re: st: Ordered logit

[Jeph Herrin <junk@spandrel.net>]

It would be helpful if you could post the error message
you are getting, or otherwise indicate what the problem
is.

Jeph


Josefina Posadas wrote:
> 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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