Hi there, I was trying to estimate a piece-wise exponential model with discrete shared frailty with "ml model d0" command but it always stopped here. I have no clue what have caused the problem. Can you give me some suggestions that I can try? Many thanks!
The ado file that computes the lnf to be evaluated is this:
program define myereghet_dlf_sh
version 7.0, missing
args todo b lnf
tempvar beta
tempname theta1 theta2
tempname pi2base
mleval `beta' = `b', eq(1)
/* normalize theta1 to 0 */
mleval `theta2' = `b', eq(2) scalar
mleval `pi2base' = `b', eq(3) scalar
local t = "$EREGt"
local t0 = "$EREGt0"
local d = "$EREGd"
local by "by $EREG_by"
quietly {
/* Calculate the log-likelihood */
tempname pi1 pi2
scalar `pi1'=1/(1+exp(`pi2base'))
scalar `pi2'=exp(`pi2base')/(1+exp(`pi2base'))
tempvar sums sumd logs dbeta sumdbeta
gen double `logs' = exp(`beta')*(`t0'-`t') if $ML_samp
gen double `dbeta' = `d'*`beta' if $ML_samp
`by': gen double `sums' = cond(_n==_N, /*
*/ sum(`logs'),.) if $ML_samp
`by': gen double `sumd' = cond(_n==_N, /*
*/ sum(`d'),.) if $ML_samp
`by': gen double `sumdbeta' = sum(`dbeta') if $ML_samp
mlsum `lnf' = cond(`sumd'<., /*
*/ ln(`pi1'*exp( `sums' +`sumdbeta') /*
*/ + `pi2'*exp(exp(`theta2')*`sums'+`theta2'*`sumd'+`sumdbeta')),0)
if `todo'==0 | `lnf'>=. {exit}
}
end
The ado file that contains the ml command has the following lines:
version 8.1: ///
ml model d0 myereghet_dlf_sh /*
*/ (`t': `t'=`rhs' , `constant' `offopt') /*
*/ /theta2 /pi2base `w' if `touse', `cont' noout /*
*/ `robust' `cluopt' `scopt' `iniopt' `mlopts' /*
*/ missing collin nopreserve /*
*/ max search(quietly) `log' `options' /*
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
