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Re: st: Fixing an -ml model- syntax problem
Dear Clive,
Glad to read someone is using my code. It wasn't quite clear if the
hitch you were hitting was in Allison's original code or in
complogit. If it is the former, I don't see something right off the
bat. If it is the latter, well, "Rats!" Actually, if it is the
latter, we should probably take debugging off-line. Please email me
directly and we can see what's up.
For those interested in such things, I commend to you the work of
Richard Williams (http://www.nd.edu/~rwilliam/), particularly his
oglm code for Stata and the affiliated working paper, "Using
Heterogeneous Choice Models To Compare Logit and Probit Coefficients
Across Groups," both discussed on his website. I have not yet had
the chance to parse carefully all of Richard's results, but his work
suggests that there may now be better ways to test for and address
the issues raised by Allison than were available when I wrote complogit.
Best.
Glenn
Glenn Hoetker
Assistant Professor (Business, Law, Institute for Genomic Biology)
University of Illinois at Urbana-Champaign
217-265-4081
[email protected]
On Feb 20, 2007, at 2 /20/07 11:10 , Clive Nicholas wrote:
For fun, I thought I'd test out an old piece of Stata code I found
in Allison (1999: 203-4) that fires up a logit model which takes
into account unequal residual variation across groups. I'm sure
it's just a minor thing, but I'm having problems running his Stata
6 routine, which utilizes -ml- code:
webuse union, clear
program define gplogit
version 6
args lnf theta delta
qui replace `lnf' =
$ML_y1*`theta'*(1+`delta')
ln(1+exp(`theta'*(1+`delta')))
end
ml model lf gplogit (union = age black grade south) ///
(delta: black,nocons)
ml maximize
Using Glenn Hoetker's -complogit- routine shows there is residual
variation and actions the above model. Unfortunately, all I get
with this code is
invalid syntax
r(198);
which is rather puzzling, as I can't see a lot wrong. Can anyone
solve this puzzle?
Clive Nicholas
Reference
Allison PD (1999) "Comparing Logit and Probit Coefficients Across
Groups", SOCIOLOGICAL METHODS AND RESEARCH (28)2: 186-208.
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