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st: ml problem


From   Edwin Leuven <leuven@fee.uva.nl>
To   statalist@hsphsun2.harvard.edu
Subject   st: ml problem
Date   Fri, 5 Jul 2002 12:40:08 +0200

Just trying out ml, I programmed up a multinomial logit. Using the data used 
in Stata's manual ml can't find feasible starting values. Could someone 
enlighten me as to what I am doing wrong?

Thank you, Edwin.




/* my mlogit 
   assumes depvar is called y 
   categories are numbered 1 to k, 
   k is base category */
   
capture program drop mymlogit
program define mymlogit
args lnf
macro shift 1
local pars `*'
quietly {
    tempvar s
    g double `s' = 1
    local k = 1
    foreach theta in `pars' {
        replace `lnf' = `theta' if y==`k'
        replace `s' = `s' + exp(`theta')
        local k = `k' + 1
    }
    replace `lnf' = 1 if y==`k'
    replace `lnf' = `lnf' - ln(`s')
}
end



/* try it */
use http://www.stata-press.com/data/r7/sysdsn3.dta, clear

mlogit insure nonwhite, base(3)

local xvars nonwhite
rename insure y

/* with 3 categ you would call */
ml model lf mymlogit (`xvars') (`xvars')
ml max

/* with 2 categ you would call */
ml model lf mymlogit (`xvars')
ml max

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