RE: st: RE: margeff after the glm command

["Martin Weiss" <martin.weiss1@gmx.de>]

<>

Glad you found this trick, the -tempvar-s are still alive this way. But you
should also not that -ssc d margeff- does not explicitly support
-firthlogit-, so you may or may not end up with valid results...


HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Sabrina Carrossa
Sent: Donnerstag, 13. Mai 2010 18:47
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: margeff after the glm command

Hi all,

I got the solution to my problem :)
I have just to type the command "margeff, dummies(`indepvarlist')
replace" before the end-command of the "firthlogit program".

Thanks,
sabry



On 13 May 2010 17:24, Sabrina Carrossa <carrossa@gmail.com> wrote:
> Ok Martin,
>
> I thought that the problem was about executing the margeff command
> after the glm one, but obviously this is not the case.
>
> I just tried to execute the margeff command after the "firthlogit
> ptogram" (you can find the do file here:
> http://www.stata.com/statalist/archive/2005-11/msg00786.html), but
> stata shows " __000006 not found r(111) ".
>
> To be more clear, I'd better paste all the commands:
>
> ***************************************************************
> * firstly I execute the following program written by Joseph Coveney
> ***************************************************************
> clear
> set more off
> input byte uti byte GrpSize byte age byte oc byte vic byte ///
>  vicl byte vis byte dia
> 1 2 0 0 0 0 1 0
> 14 16 0 0 1 0 0 0
> 3 4 0 0 1 0 1 0
> 10 18 0 0 1 1 0 0
> 12 30 0 0 1 1 1 0
> 1 1 0 0 1 1 1 1
> 44 86 0 1 0 0 0 0
> 3 3 0 1 0 0 0 1
> 0 1 0 1 0 0 1 0
> 15 16 0 1 1 0 0 0
> 1 1 0 1 1 0 0 1
> 2 2 0 1 1 0 1 0
> 7 12 0 1 1 1 0 0
> 3 9 0 1 1 1 1 0
> 2 2 1 0 1 0 0 0
> 1 1 1 0 1 0 1 0
> 1 1 1 0 1 0 1 1
> 1 3 1 0 1 1 0 0
> 0 4 1 0 1 1 1 0
> 1 1 1 0 1 1 1 1
> 5 19 1 1 0 0 0 0
> 0 1 1 1 0 0 1 0
> 3 4 1 1 1 0 0 0
> 0 2 1 1 1 1 1 0
> end
> rename uti count1
> generate byte count0 = GrpSize - count1
> drop GrpSize
> reshape long count, i(age-dia) j(positive)
> drop if count == 0
> expand count
> drop count
> rename oc oral
> rename vic condom
> rename vicl lubri
> rename vis sperm
> rename dia diaphrag
> replace age = !age // Heinze & Ploner flipped this
> *
> capture program drop firthlogit
> program define firthlogit, eclass sortpreserve byable(recall)
>    syntax varlist(min = 1) [if] [in], [or]
>    tempvar hat key split false pseudo_response weight
>    preserve
>    quietly {
>        glm `varlist' , family(binomial) link(logit) `nolog'
>        local depvar `e(depvar)'
>        local indepvarlist = ///
>          subinstr("`varlist'", "`depvar'", "", 1)
>        predict `hat', hat
> * Splitting
>        generate long `key' = _n
>        generate byte `split' = 2
>        expand `split'
>        drop `split'
>        bysort `key': generate byte `false' = _n - 1
>        generate byte `pseudo_response' =  `depvar'
>        bysort `key' (`false'): replace `pseudo_response' = ///
>          1 - `depvar' if _n == _N
>        generate float `weight' = 1 + `hat' / 2
>        replace `weight' = `hat' / 2 if `false'
>    }
> * Loop to convergence
>        local last_ll `e(ll)'
>        local criterion = 1
>        local i = 1
>        while `criterion' > 10^-4 {
>            quietly {
>                glm `pseudo_response' `indepvarlist' ///
>                  [iweight = `weight'], family(binomial) link(logit)
>                local criterion = abs((`last_ll' - e(ll) ) / `last_ll')
>                drop `hat'
>                predict `hat', hat
>                replace `weight' = 1 + `hat' / 2
>                replace `weight' = `hat' / 2 if `false'
>            }
>            display in smcl as text "Firth", "Last Log-", ///
>              "This Log-", "Fractional"
>            display in smcl as text "Iteration", "likelihood", ///
>              "likelihood", "Change"
>            display in smcl as result "`++i'", `last_ll', ///
>              `e(ll)', `criterion'
>            local last_ll = e(ll)
>        }
>    if "`or'" != "" {
>        glm , eform
>    }
>    else {
>        glm
>    }
> end
> *
> firthlogit positive age-diaphrag
> exit
>
> ***************************************************************
> * then I try to execute the margeff command
> ***************************************************************
> margeff, dummies( age oral condom lubri sperm diaphrag) replace
>
> /* but I got the error message: "__000006 not found
> r(111); */
>
> Hope this is more clear,
> sabry
>



-- 
sabrina

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