Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Timothée Carayol <timothee.carayol@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: ml methods d1 and d2 and robust / clustered standard errors |
Date | Tue, 21 Sep 2010 19:19:23 +0100 |
Dear Statalist, I am left rather confused with Stata's response to my attempts to obtain robust standard errors using the -ml- command with method d1 or d2 evaluator in Stata 11. I tried to reproduce (word by word) the Stata 11 base reference manual's example on this (page 1081); with no success. My input: ************ cap program drop weib1 program weib1 args todo b lnf g negH g1 g2 // negH, g1, and g2 are new tempvar t1 t2 mleval `t1' = `b', eq(1) mleval `t2' = `b', eq(2) local t "$ML_y1" local d "$ML_y2" tempvar p M R quietly gen double `p' = exp(`t2') quietly gen double `M' = (`t'*exp(-`t1'))^`p' quietly gen double `R' = ln(`t')-`t1' mlsum `lnf' = -`M' + `d'*(`t2'-`t1' + (`p'-1)*`R') if (`todo'==0 | `lnf'>=.) exit tempname d1 d2 quietly replace `g1' = `p'*(`M'-`d') /* <-- new */ quietly replace `g2' = `d' - `R'*`p'*(`M'-`d') /* <-- new */ mlvecsum `lnf' `d1' = `g1', eq(1) /* <-- changed */ mlvecsum `lnf' `d2' = `g2', eq(2) /* <-- changed */ matrix `g' = (`d1',`d2') end use http://www.stata-press.com/data/r11/cancer, clear gen drug2 = drug==2 gen drug3 = drug==3 ml model d1 weib1 (studytime died = drug2 drug3 age) /s, vce(robust) ml maximize ************* Stata's output: option vce(robust) is not allowed with evaltype d1 In my understanding, the g1 and g2 variables should allow Stata to calculate the robust standard errors. It does work in Stata 10 and 10.1; but fails with Stata 11 and 11.1. So I can fix it by using -version 10-, but out of curiosity mainly I'd like to get it to work in versions 11 and 11.1. Many thanks Timothee Carayol * * 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/