Dear statlisters,
I would like to convert a do-file into a ado file, but could not figure
out why my implementation outputs the following error:
. one_more_test a b c d e f
'b2' found where number expected
(error occurred while loading one_more_test.ado)
r(7);
Extremely grateful for any tip!
Cheers!
Tiago
*/---------------- DATASET--START----------------------------
input a b c d e f
12 50 50 25 68 98
458 55 52 53 63 52
125 65 5 258 55 4
145 88 7 88 55 44
end
*/---------------- DATASET--END----------------------------
*/--------------- PROGRAM--START---------------------------
capture program drop one_more_test
program define one_more_test, rclass byable(recall)
version 8.0
syntax varlist(min=6 max=6 default=none numeric) [if] [in][,]
tokenize `varlist'
tempvar b1 b2 v11 v22 v12 _wz1 _wz2 _z1wz1 _z2wz2
qui gene `b1'=ln((`5'/ `4')/(`2'/`1'))
qui gene `b2'=ln((`6'/ `4')/(`3'/`1'))
qui gene `v11'=(`1'^-1) +(`2'^-1)+(`4'^-1) +(`5'^-1)
qui gene `v22'=(`1'^-1) +(`4'^-1)+(`3'^-1) +(`6'^-1)
qui gene `v12'=(`1'^-1) +(`4'^-1)
qui gene `_wz1'=`v11'^-1
qui gene `_wz2'=`v22'^-1
qui gene `_z1wz1'=`b1'*`_wz1'
qui gene `_z2wz2'=`b2'*`_wz2'
summarize `_z1wz1'
local muz1 = r(sum)
summarize `_wz1'
local swz1 = r(sum)
local muz1 = `muz1'/`swz1'
local tauz1 =`swz1'^-1
summarize `_z2wz2'
local muz2 = r(sum)
summarize `_wz2'
local swz2 = r(sum)
local muz2 = `muz2'/`swz2'
local tauz2 = `swz2'^-1
local lambda= `muz1'/`muz2'
local tauz2= ln(`tauz2')
program LL
args lnl lambda mub2 logtb2
quietly {
tempvar vb2 vb1 corr cov L
scalar taub2=exp(`logtb2')
scalar mub1=`mub2'*`lambda'
gen double `vb1'=(`v11'+`lambda'^2*taub2)
gen double `vb2'=( taub2 +`v22')
gen double `cov'=(`lambda'*taub2 +`v12')
gen double `corr'= `cov'/sqrt(`vb2'*`vb1')
gen double `L'= ln(`vb1'*`vb2'*(1-`corr^2')) + /*
*/ ( (`b1' - mub1 )^2/`vb1' + /*
*/ (`b2' -`mub2')^2/`vb2' - /*
*/ 2*`corr'*(b1 - mub1)*(`b2' - `mub2')/sqrt(`vb2'*`vb1') )/*
*/ /(1-`corr'^2)
replace `lnl'=-0.5*`L' - 0.5*ln(2*_pi)
}
end
ml model lf LL (lambda:) (b2:) (logvar2:)
ml init lambda:_cons=`lambda' b2:_cons=`muz2' logvar2:_cons=`tauz2'
ml check
ml search
ml maximize, difficult iter(30)
end
*/--------------- PROGRAM--END---------------------------
*/---------------- ORIGIANL DO-FILE--START---------------
gen b1=log(( e/ d)/( b/a))
gen b2=log(( f/ d)/( c/a))
gen V11=1/a +1/b+1/d +1/e
gen V22=1/a +1/d+1/c +1/f
gen V12=1/a +1/d
gen _wz1=1/V11
gen _wz2=1/V22
gen _z1wz1=b1*_wz1
gen _z2wz2=b2*_wz2
summarize _z1wz1
local muz1=r(sum)
summarize _wz1
local swz1=r(sum)
local muz1=`muz1'/`swz1'
local tauz1=1/`swz1'
summarize _z2wz2
local muz2=r(sum)
summarize _wz2
local swz2=r(sum)
local muz2=`muz2'/`swz2'
local tauz2=1/`swz2'
local lambda=`muz1'/`muz2'
drop _wz1 _wz2 _z1wz1 _z2wz2
local tauz2=log(`tauz2')
program drop _all
program define LL
args lnl lambda mub2 logtb2
quietly {
scalar taub2=exp(`logtb2')
scalar mub1=`mub2'*`lambda'
gen double vb1=`lambda'^2*taub2 + V11
gen double vb2=taub2 + V22
gen double cov=`lambda'*taub2 + V12
gen double corr=cov/sqrt(vb2*vb1)
gen double L=log(vb1*vb2*(1-corr^2)) + /*
*/ ( (b1 - mub1 )^2/vb1 + /*
*/ (b2 -`mub2')^2/vb2 - /*
*/ 2*corr*(b1 - mub1)*(b2 - `mub2')/sqrt(vb2*vb1) )/*
*/ /(1-corr^2)
replace `lnl'=-0.5*L - 0.5*log(2*_pi)
drop vb2 vb1 corr cov L
}
end
ml model lf LL (lambda:) (b2:) (logvar2:)
ml init lambda:_cons=`lambda' b2:_cons=`muz2' logvar2:_cons=`tauz2'
ml check
ml search
ml maximize, difficult iter(30)
*/------------------------ ORIGINAL--DO-FILE--END-------
*
* 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/
