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st: RE: Problems with ML: misclassification-adjusted oprobit
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: Problems with ML: misclassification-adjusted oprobit
Date
Tue, 23 Nov 2010 11:19:12 +0000
Macros a10 and a1 are not defined. As you say, looks like typos.
Nick
[email protected]
Ingo Isphording
I am trying to implement the misclassification adjustment for binary
choice models proposed by Hausman et al. 1998 via maximum likelihood.
ml check returns an error 133. I am quite a rookie in ml maximization,
so maybe my problem is just a silly typo. So here is my program. Do
you have any suggestions? Many thanks and best regards,
capture program drop mc_prob
program define mc_prob
args lnf beta1 p01 p10
quietly replace `lnf'=ln(`p01'+(1-`p01'-`p10')*normal(`beta1')) if $ML_y1==1
quietly replace `lnf'=ln(1-`p01'-(1-`p01'-`p10')*`beta1') if $ML_y1==0
end
. ml model lf mc_prob (yvar = $expvar, nocons)
. ml check
Test 1: Calling mc_prob to check if it computes log likelihood and
does not alter coefficient vector...
FAILED; mc_prob returned error 133.
Here is a trace of its execution:
------------------------------------------------------------------------------
-> mc_prob __000004 __000003
- `begin'
= capture noisily version 9: mc_prob __000004 __000003
----------------------------------------------------------------------------------------------
begin mc_prob ---
- args lnf beta1 p01 p10
- quietly replace
`lnf'=ln(`a01'+(1-`a01'-`a10')*normal(`beta1')) if $ML_y1==1
= quietly replace __000004=ln(+(1--)*normal(__000003)) if yvar==1
unknown function +()
------------------------------------------------------------------------------------------------
end mc_prob ---
- `end'
= set trace off
------------------------------------------------------------------------------
Fix mc_prob.
r(133);
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