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st: Creating row of binary variables for MVNP
From
"Plum, Alexander" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Creating row of binary variables for MVNP
Date
Tue, 20 Nov 2012 10:16:57 +0000
Dear StataUsers,
I'm using the command mvnp, which calculates multivariate normal probabilities. When the code is used, a ordered set of binary variables must be specified. My aim is to create this set by a loop inside a program.
How it should look like:
egen double `fi' = mvnp(`zb1' `xb2' `xb3'), chol(`C3') dr(50) prefix(z) signs(`k1' `k2' `k3')
How I want it to look like (those terms inside the bracket of mvnp() and signs() changed):
egen double `fi' = mvnp(`ev3'), chol(`C3') dr($dr) prefix(z) signs(`si3')
where `ev' is a local that contains: `xb1' `xb2' `xb3'
and `si' is a local that contains: `k1' `k2' `k3'
Here is some extract from my program code:
program define program
args todo b lnf
...
forvalues r = 1/3 {
tempvar k`r' xb`r'
by id: gen double `k`r'' = (2*y[`r']) - 1
by id: gen double `xb`r'' = `beta'[`r']
}
local sign1= `k1'
local ev1= `xb1'
forvalues s= 2/3{
local j= `s'-1
local sign`s'= "`sign`j'',`k`s''"
local ev`s'= "`ev`j'',`xb`s''"
}
egen double `fi' = mvnp(`ev3'), chol(`C3') dr($dr) prefix=
(z) signs(`sign3')
end
Thank you for your help
Alexander Plum
---
Dipl.-Vw. Alexander Plum
Research Assisstant
Chair of Public Economics
Faculty of Economics and Management
Otto-von-Guericke University Magdeburg
Building 22, Office E-216
P.O. Box 4120
D-39016 Magdeburg
Germany
Phone: +49 391 67 18692
Fax: +49 391 67 11218
E-Mail: [email protected]
Web: www.vwl1.ovgu.de
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