The code you run expects a global macro called -id- to be defined, but evidently it is empty.
Nick
[email protected]
Ousmane FAYE
I have a probit model using a panel data with 6 waves of observations. I am trying to run the code suggested by Cappellari and Jenkins Stata Journal (2006) (Paragraph 3.6: Illustration 4: MSL estimation of a probit model for panel data) See below.
However I have the following error message after 'ml maximize' : "varlist required."
I use 'ml check' and here is where the error likely happens:
......
- quietly {
- forvalues i = 1/6 {
- by $id: gen double `k`i'' = ( 2*$ML_y1[`i'] ) - 1
= by : gen double __00001J = ( 2*Diarrhea[1] ) - 1
varlist required
by $id: gen double `xb`i'' = `theta1'[`i']
}
I have exactly replicate the Cappellari and Jenkins' code. I don't why this occurs then. Can someone advise on this issue?
Thanks in advance,
The program i use is what follows:
sort ChildID update
global cs " "
global csbar " "
forvalues i = 2/6 {
forvalues j = 1/`i' {
global cs "$cs c`i'`j'"
global csbar "$csbar /c`i'`j'"
}
}
program drop myll
program define myll
args todo b lnf
tempvar theta1 T fi xb1 xb2 xb3 xb4 xb5 xb6 k1 k2 k3 k4 k5 k6
tempname $cs
mleval `theta1' = `b' , eq(1)
local c = 1
forvalues i = 2/6 {
forvalues j = 1/`i' {
local c = `c' + 1
mleval `c`i'`j'' = `b' , eq(`c') scalar
}
}
quietly {
forvalues i = 1/6 {
by $ChildID: gen double `k`i'' = ( 2*$ML_y1[`i'] ) - 1
by $ChildID: gen double `xb`i'' = `theta1'[`i']
}
by $ChildID: gen double `T' = (_n == 6)
tempname C
mat `C' = I(6)
forvalues i = 2/6 {
forvalues j = 1/`i' {
local c`i'`j' = `c`i'`j''
mat `C'[`i',`j'] = (`c`i'`j'')
}
}
egen `fi' = mvnp(`xb1' `xb2' `xb3' `xb4' `xb5' `xb6') , ///
chol(`C') dr($dr) prefix(z) ///
signs(`k1' `k2' `k3' `k4' `k5' `k6')
mlsum `lnf' = ln(`fi') if `T'
}
end
di "$cs"
di "$csbar"
probit Diarrhea LDiarrhea LWAZ ChildAge ChildAge2 MotherAge female prim_sch sec_sch high_sch
mat b0 = e(b)
mdraws, dr(10) neq(6) prefix(z) antithetics
global dr = r(n_draws)
ml init b0
ml model d0 myll (Diarrhea: Diarrhea = LDiarrhea LWAZ ChildAge ChildAge2 MotherAge female prim_sch sec_sch high_sch) $csbar
ml maximize
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