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Re: st: using ML for hurdle model, invalid syntax error


From   Leny Mathew <[email protected]>
To   [email protected]
Subject   Re: st: using ML for hurdle model, invalid syntax error
Date   Fri, 22 Oct 2010 09:40:32 -0400

Aha! Thanks Maarten.

On Fri, Oct 22, 2010 at 3:45 AM, Maarten buis <[email protected]> wrote:
> --- On Thu, 21/10/10, Leny Mathew wrote:
>> I'm trying to use the ml function to estimate a hurdle
>> model. <snip>
>> The code is below:
>>
>> ml model lf hurdle_gam (cnew= time tsq) (time tsq) if T
>> <=3 & final==0, robust cluster(ID)
>> ml check
> <snip>
>> args lnf beta1 beta2 lnphi
> <snip>
>> gen double `phi' = exp(`lnphi')
>>                 =
>> gen double __00000B = exp()
>> invalid syntax
>
> -ml- calls your evaluator (-hurdle_cam-) with first the name
> of the variable in which to store the log-likelihood, than the
> linear predictor of your first equation (-(cnew= time tsq)-),
> than the linear predictor of the second equation (-(time tsq)-),
> and since you did not specify a third equation in your -ml model-
> statement, there will be no third equation. So, even though you
> specified a third equation called lnphi in the -args- command,
> that local macro will be empty, so -exp(`lnphi')- will be
> evaluated as -exp()-, which gives your error. To solve this you
> need to specify the third equation in your -ml model statement.
> If you only want it to be a constant you can do that as follows:
>
> ml model lf hurdle_gam (cnew= time tsq) (time tsq) /lnphi ///
>   if T <=3 & final==0, robust cluster(ID)
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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