Maureen Paul
>
> Thanks for the reply. I will try what you suggested. I have included
> a good portion of the propramme so illustrate what I am trying to do.
> The error occurs here:
> - while `k' <= `x' {
> - tempvar y`k'var1q
> - ge `y`k'var1q' = `y`k'iqq' * `2' `if'
> INVALID SYNTAX
> local k = `k' + 1
> }
>
> but it works fine if I remove the bit where I inlcude the
> heteroscedasticity bit.
>
> noisily oprobit `*' `if' [`weight'`exp']
>
>
> scalar `catnum'=e(k_cat)
> scalar `degreef'=e(df_m)
> scalar `obs' = e(N)
>
> predict `scoreqq' `if', xb
> ge `scor_uqq' = `scoreqq'
> replace `scor_uqq' =. if `1'==.
> ge `scor_nqq' = `scor_uqq'
> replace `scor_nqq' = `scor_uqq' - _b[`2'] if `2'==1
> replace `scor_uqq' = `scor_nqq' + _b[`2'] if `2'==0
>
> ge `diffqq1' = normprob(_b[_cut1]-`scor_uqq') - normprob(_b[_cut1]-
> `scor_nqq') if `1'~=.
>
> su `diffqq1' `if'
> scalar `diff1' = r(mean)
> scalar `check' = `diff1'
> su `1' `if'
> scalar `depmin' = r(min)
> scalar `depmax' = r(max)
>
> ge `wj' = ( _b[_cut1] - `scoreqq' ) `if'
> ge `PHIwj' = normprob(`wj') `if'
> ge `phiwj' = (1/sqrt(2*_pi)) * exp( (`wj'^2)/-2 ) `if'
>
> ge `eqq'=( -1 * `phiwj' ) / (`PHIwj') if `1'==`depmin' & `ifexp'
> ge `e2qq'=( -1 * `wj' * `phiwj' ) / ( `PHIwj' ) if `1'==`depmin' &
> `ifexp'
> ge `e3qq'=( -1 * (`wj'^2) * `phiwj' ) / ( `PHIwj' ) if
> `1'==`depmin' & `ifexp'
> ge `e4qq'=( -1 * (`wj'^3) * `phiwj' ) / ( `PHIwj' ) if
> `1'==`depmin' & `ifexp'
>
> su `1' if `1'>`depmin' & `ifexp'
> local j = r(min) /* set j to 2nd lowest value of dep
> var */
> local x = 2
>
>
> while `j' <= `depmax' {
>
> local xless1 = `x'-1
> drop `diffqq1'
> if `j' < `depmax' {
> ge `diffqq1' = ( normprob(_b[_cut`x']-`scor_uqq') -
> normprob(_b[_cut`x']-`scor_nqq') ) /*
> */ - ( normprob(_b[_cut`xless1']-`scor_uqq') -
> normprob(_b[_cut`xless1']-`scor_nqq') ) /*
> */ if `1'~=.
> }
> else {
> ge `diffqq1' = normprob(`scor_uqq'-_b[_cut`xless1']) -
> normprob(`scor_nqq'-_b[_cut`xless1']) if `1'~=.
> }
> su `diffqq1' `if'
> local diff`x' = r(mean)
> scalar `check' = `check' + `diff`x''
>
> rename `wj' `wj_1'
> rename `phiwj' `phiwj_1'
> rename `PHIwj' `PHIwj_1'
>
> if `j'~=`depmax' {
> ge `wj' = ( _b[_cut`x'] - `scoreqq' ) `if'
> ge `phiwj' = (1/sqrt(2*_pi)) * exp( (`wj'^2)/-2 ) `if'
> ge `PHIwj' = normprob(`wj') `if'
> }
> else {
> ge `wj' = 0
> ge `phiwj' = 0
> ge `PHIwj' = 1
> }
>
> replace `eqq'=( `phiwj_1' - `phiwj' ) / ( `PHIwj' - `PHIwj_1' ) if
> `1'==`j' & `ifexp'
> replace `e2qq'=( (`wj_1' * `phiwj_1') - (`wj' * `phiwj') ) /*
> */ / ( `PHIwj' - `PHIwj_1' ) if
> `1'==`j' & `ifexp'
> replace `e3qq'=( ((`wj_1'^2) * `phiwj_1') - ((`wj'^2) * `phiwj') )
> /*
> */ / ( `PHIwj' - `PHIwj_1' ) if
> `1'==`j' & `ifexp'
> replace `e4qq'=( ((`wj_1'^3) * `phiwj_1') - ((`wj'^3) * `phiwj') )
> /*
> */ / ( `PHIwj' - `PHIwj_1' ) if
> `1'==`j' & `ifexp'
>
> if `j'~=`depmax' {
> tempvar y`x'iqq
> ge `y`x'iqq' = 0 `if'
> replace `y`x'iqq'=( `phiwj' ) / ( `PHIwj' -
> `PHIwj_1' ) if `1'==`j'
> & `ifexp'
> }
>
> if `x'~=2 {
> replace `y`xless1'iqq'=( -1 * `phiwj_1' ) / (
> `PHIwj' - `PHIwj_1' )
> /*
> */ if `1'==`j' & `ifexp'
> }
>
> su `1' if `1'>`j' & `ifexp'
> local j = r(min) /* replace j with next value of dep var */
> local x=`x'+1
> drop `wj_1' `phiwj_1' `PHIwj_1'
> }
>
>
> replace `e3qq' = `e3qq' + (2 * `eqq') `if'
> replace `e4qq' = `e4qq' + (3 * `e2qq') `if'
>
> local x=`xless1' /* set x to the number of cuts
> */
> local onecut=( `x' == 1 ) /* onecut=1 if only one cut
> */
>
> ge `regdepqq'=1 `if'
> ge `escscq'=`eqq' * `scoreqq' * `scoreqq' `if'
> ge `esc3qq'=`escscq' * `scoreqq' `if'
> ge `esc4qq'=`esc3qq' * `scoreqq' `if'
> ge `e2scscq'=`e2qq' * `scoreqq' * `scoreqq' `if'
>
> local n=2
> local lastvar=0
> while "``n''" ~= "" & `lastvar' ~= 1 {
> local m=`n'-1
> tempvar evar`m'qq
> ge `evar`m'qq' = `eqq' * ``n'' `if'
> local n = `n'+1
> local lastvar = ( "``n''" == "if" )
> }
>
> local k=2
> while "``k''" ~= "" {
> local kless1 = `k' - 1
> tempvar e2var`kless1'q
> ge `e2var`kless1'q' = `e2qq' * ``k'' `if'
>
> if "`heteroscedasticity'" ~= "" { parse "`heteroscedasticity'",
> parse(" ")
> tempvar hetvar
> local namevar "`1'"
> foreach var of varlist `varlist' {
> if
> "`var'"=="``k''" {ge `hetvar'=`e2var`kless1'q'' `if'}
>
> }
>
> local k = `k'+1
>
> }
>
>
> local k=2
> while `k' <= `x' {
> tempvar y`k'var1q
> ge `y`k'var1q' = `y`k'iqq' * `2' `if'
> local k = `k' + 1
> }
> local k=2
> while `k' <= `x' {
> local pless1 = -1
> local p=3
> while "``p''" ~= "" {
> local pless1 = `p' - 1
> tempvar y`k'var`pless1'q
> ge `y`k'var`pless1'q' = `y`k'iqq' * ``p'' `if'
> local p = `p'+1
> }
> local k = `k' + 1
> } /* separate loops so keep order of
> vars */
> local k=2
> while `k' <= `x' {
> tempvar y`k'scscq
> ge `y`k'scscq' = `y`k'iqq' * `scoreqq' * `scoreqq' `if'
> local k = `k'+1
> }
>
> }
>
>
> local yxiqqs=""
> if `onecut' ~= 1 {
> local yxiqqs=" `y2iqq'-`y`x'iqq' "
> }
>
>
>
> if "`heteroscedasticity'" ~= "" {
> quietly regress `regdepqq' `evar1qq'-`evar`m'qq' `hetvar' `yxiqqs'
> `if' [`weight' `exp'], noconstant
> if e(N) ~= `obs' { display "ERROR " e(N) "observations, when should
> be " `obs' }
> display in text "Heteroscedasticity w.r.t. `namevar'" _col(48) "{c
> |}" %11.7f as result e(r2)*e(N) %18.7f chi2tail(1,e(r2)*e(N))
>
> }
>
> display as text "{hline 47}" _col(48) "{c BT}" "{hline 31}"
>
> end
Main question is what is `2' when the program
crashes.
Insert -noi mac li- just before that line.
Nick
[email protected]
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