Re: st: Right Censored ordered probit with Stata 11

[Urmi Bhattacharya <ub3@indiana.edu>]

Hi Nick,

Did you mean the one about lines not being properly structured?

Thanks

Urmi


On Mon, Sep 26, 2011 at 12:44 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> As far as I can tell you are ignoring Austin's advice in his last email.
>
> I can't illuminate what is happening with your code and data.
>
> Nick
>
> On Mon, Sep 26, 2011 at 3:50 AM, Urmi Bhattacharya <ub3@indiana.edu> wrote:
>> Hi Nick and Austin,
>>
>> Thank you so much for your suggestions. I put the
>> set trace on
>> set traced 1
>>
>> followed by Owen's code and the simulation. It identified some errors
>> I could correct by áwrapping up the unwrapped lines . But I am getting
>> an error now and I can't understand what is causing it. I am providing
>> the result that I am getting
>>
>> - version 11.0
>> á- if replay() {
>> á áif "`e(cmd)'" != "coprbt" {
>> á áerror 301
>> á á}
>> á ásyntax [, level(passthru)]
>> á á}
>> á- else {
>> á- syntax varlist [if] [in] , censored(varname) [level(passthru) *]
>> á- marksample touse
>> á- preserve
>> á- qui keep if `touse'
>> á= qui keep if __000000
>> á- gettoken depvar indepvars : varlist
>> á- tempvar newdepvar
>> á- egen `newdepvar'=group(`depvar')
>> á= egen __000001=group(y)
>> á- qui sum `newdepvar'
>> á= qui sum __000001
>> á- local maxvalue =r(max)
>> á- forvalues i=1(1)`maxvalue' {
>> á= forvalues i=1(1)3 {
>> á- tempvar ucsample sumucs
>> á- qui gen `ucsample'=0
>> á= qui gen __000002=0
>> á- qui replace `ucsample'=(`censored'!=1) if (`newdepvar'==`i')
>> á= qui replace __000002=(c!=1) if (__000001==1)
>> á- qui gen `sumucs'=sum(`ucsample')
>> á= qui gen __000003=sum(__000002)
>> á- local errorcount =0
>> á- capture assert `sumucs'[_N]>0&`sumucs'[_N]<.
>> á= capture assert __000003[_N]>0&__000003[_N]<.
>> á- if _rc==9 {
>> á ádi as error "WARNING: value number `i' has no uncensored obs"
>> á á}
>> á- drop `sumucs'
>> á= drop __000003
>> á- drop `ucsample'
>> á= drop __000002
>> á- }
>> á- tempvar ucsample sumucs
>> á- qui gen `ucsample'=0
>> á= qui gen __000004=0
>> á- qui replace `ucsample'=(`censored'!=1) if (`newdepvar'==`i')
>> á= qui replace __000004=(c!=1) if (__000001==2)
>> á- qui gen `sumucs'=sum(`ucsample')
>> á= qui gen __000005=sum(__000004)
>> á- local errorcount =0
>> á- capture assert `sumucs'[_N]>0&`sumucs'[_N]<.
>> á= capture assert __000005[_N]>0&__000005[_N]<.
>> á- if _rc==9 {
>> á ádi as error "WARNING: value number `i' has no uncensored obs"
>> á á}
>> á- drop `sumucs'
>> á= drop __000005
>> á- drop `ucsample'
>> á= drop __000004
>> á- }
>> á- tempvar ucsample sumucs
>> á- qui gen `ucsample'=0
>> á= qui gen __000006=0
>> á- qui replace `ucsample'=(`censored'!=1) if (`newdepvar'==`i')
>> á= qui replace __000006=(c!=1) if (__000001==3)
>> á- qui gen `sumucs'=sum(`ucsample')
>> á= qui gen __000007=sum(__000006)
>> á- local errorcount =0
>> á- capture assert `sumucs'[_N]>0&`sumucs'[_N]<.
>> á= capture assert __000007[_N]>0&__000007[_N]<.
>> á- if _rc==9 {
>> á ádi as error "WARNING: value number `i' has no uncensored obs"
>> á á}
>> á- drop `sumucs'
>> á= drop __000007
>> á- drop `ucsample'
>> á= drop __000006
>> á- }
>> á- local k =`maxvalue'-1
>> á= local k =3-1
>> á- global OGLFXH "`censored'"
>> á= global OGLFXH "c"
>> á- qui oprobit `newdepvar' `indepvars'
>> á= qui oprobit __000001 áx1 x2 x3
>> á- tempname starting
>> á- matrix `starting'=e(b)
>> á= matrix __000008=e(b)
>> á- tempname cutvector
>> á- matrix `cutvector'=`starting'[1,"_cut1".."_cut`k'"]
>> á= matrix __000009=__000008[1,"_cut1".."_cut2"]
>>
>> _cut2 not found
>>
>> á áforvalues i=1(1)`k' {
>> á álocal cut`i'=`cutvector'[1,`i']
>> á álocal initlist "`initlist' /_cut`i'=`cut`i''"
>> á álocal cutlist "`cutlist' /_cut`i'"
>> á á}
>> á áforeach var of local indepvars {
>> á álocal `var'_b =`starting'[1,colnumb(`starting',"`var'")]
>> á á}
>> á áforeach var of local indepvars {
>> á álocal initlist "`initlist' `var'=``var'_b'"
>> á á}
>> á áml model lf coprbt_ll (`newdepvar'=`indepvars' , nocons ) `cutlist'
>> á áif `touse' , maximize title("Homemade Censored Ordered Probit")
>> init(`initlist') `options'
>> á áereturn local cmd "coprbt"
>> á á}
>>
>> r(111);
>>
>> end of do-file
>>
>> r(111);
>>
>> The "_cut2 not found" is in red suggesting that is where the problem
>> is, but I cannot figure out what is causing it.
>>
>> Any suggestions?
>>
>> Thanks a lot.
>>
>> Urmi
>> On Sat, Sep 24, 2011 at 8:14 PM, Austin Nichols <austinnichols@gmail.com> wrote:
>>> Urmi Bhattacharya <ub3@indiana.edu>:
>>> I also guess that you have not got the line structure right in your
>>> files, but I will also note that a quick simulation I ran indicated
>>> that -oprobit- run only on uncensored obs outperforms unrestricted
>>> -oprobit- and -coprbit-. áSo start with
>>>
>>> . áoprobit y x1 x2 x3 if censored==0
>>>
>>> I am also guessing that other models would outperform all 3 options
>>> mentioned here, but that will have to wait for another day.
>>>
>
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