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Re: st: error report with ml check
From
Fernando Rios Avila <[email protected]>
To
[email protected]
Subject
Re: st: error report with ml check
Date
Thu, 15 Sep 2011 11:12:48 -0400
Hi Jian,
First of all, these lines:
> = quietly replace __00000C = ln(binormal(-(__00000D,__00000E, __00000F
>> ))) if treated == 0
> __00000D,__00000E,__00000F invalid name
stand for this others:
quietly replace `lnf' = ln(binormal(-(`xb',`zc', `rho'))) if $ML_y1
>> == 0
and from what I see you are not declaring your binormal function
correcty. if you look closely, you are using the negative sign where
its not suppouse to be, thuse creating the problem.
Fernando
On Thu, Sep 15, 2011 at 10:37 AM, 健 张 <[email protected]> wrote:
> Hi, all:
> I am trying to write my own code to do the maximize likelihood
> estimation of bivariate probit model. I know I can use the biprobit
> command to do it. However, due to the poor convergence problem, I want
> to write my own code for it. When I type "ml check" , I encounter such
> error report.
>
> Test 1: Calling mybiprobit2_lf to check if it computes log pseudolikelihood
> and
> does not alter coefficient vector...
> FAILED; mybiprobit2_lf returned error 198.
>
> Here is a trace of its execution:
> ------------------------------------------------------------------------------
> -> mybiprobit2_lf __00000C __00000D __00000E __00000F
> - `begin'
> = capture noisily version 11.2: mybiprobit2_lf __00000C __00000D __00000
>> E __00000F
> --------------------------------------------- begin mybiprobit2_lf ---
> - version 9.1
> - args lnf xb zc rho
> - quietly replace `lnf' = ln(binormal( `xb',`zc', `rho')) if $ML_y1 ==
>> 1
> = quietly replace __00000C = ln(binormal( __00000D,__00000E, __00000F)
>> ) if treated == 1
> - quietly replace `lnf' = ln(binormal(-(`xb',`zc', `rho'))) if $ML_y1
>> == 0
> = quietly replace __00000C = ln(binormal(-(__00000D,__00000E, __00000F
>> ))) if treated == 0
> __00000D,__00000E,__00000F invalid name
> ----------------------------------------------- end mybiprobit2_lf ---
> - `end'
> = set trace off
> ------------------------------------------------------------------------------
> Fix mybiprobit2_lf.
> r(198);
>
> Here, xb is for the first equation and zc is for the second equation.
> For my understanding, my likelihood evaluator for bivariate probit model
> should be right. However, when the program pick up the value of the
> variable form the data, there is some problem. That is why I have the
> _000002 invalid name. But, I am not so sure what the __000002 stands for
> and how I can correct the problem. Anyone knows what happens here?
> Thank you in advance!!
> .
> Jian
>
>
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