st: Likelihood Maximisation for the exponential model in Survival Analysis

[Dev Vencappa <Dev.Vencappa@nottingham.ac.uk>]

Dear Stata users, 

My attempt to code and maximise the log-likelihood from scratch for the exponential model has failed (message "could not calculate numerical derivatives -- flat or discontinuous region encountered"). My codes using the lf method are below and I would very much appreciate some pointers as to where I am going wrong with this?

Thanks and regards,
Dev


capture program drop myexp_ph_lf
program myexp_ph_lf
                *version 8.1
                args lnf llam
                quietly {
                                replace `lnf' = $ML_y2*`llam'- exp(`llam')*$ML_y1
                                }
end


*testing the above with the cancer data set:

sysuse cancer, clear
g drug2=drug==2
g drug3=drug==3
ml model lf myexp_ph_lf (studytime died = drug2 drug3 age) /lnlam
ml check 
ml search
ml maximize, difficult tech(nr bhhh dfp bfgs)

*but STATA streg command seems to work fine.
stset studytime, failure(died)
streg drug2 drug3 age, d(exponential)


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