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From |
rgutierrez@stata.com (Roberto G. Gutierrez, StataCorp.) |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: d0 and Log-logistic hazard |

Date |
Tue, 27 Aug 2002 15:41:11 -0500 |

Alfonso Miranda <alfonsomirand4@yahoo.com> asks: > I am trying to write a d0 maximum likelihood code for estimating a > split-population duration model with gamma unobserved individual > heterogeneity and log-logistic hazard. The estimation strategy finds first > initial values from streg and set the initial probability of never fail to > 2%. Then the ml code is used. I already checked that my log-likelihood is > correctly written and the ml check is ok. But still Stata finds that the > log-likelihood function is not concave and does not converges. Having this > in mid, and in the spirit to find my potential mistake, I tried to create a > d0 code for the standard duration model with gamma unobserved individual > heterogeneity from lloghet_glf. Basically I did no changes to the code but > take away the part that refers to d1 and d2 methods. Running this > alternative program I learned that Stata does the same: it keeps saying that > the log-likelihood function is not concave and it does not converges. Hence, > it seems that the problem is not in the d0 code. Why is this is happening? > Is it that a d1 (or maybe a d2) method is required whenever a log-logistic > model is to be estimated? > Could you give me some hint on what further action should I take? [contents of .do file omitted] You were close. In your do file (which I do not list in order to keep this brief) you had the lines: local t = _t local d = _d You should change these to local t _t local d _d and everything will work just fine. The difference between the two contructs is that the first envokes Stata's expression evaluator, which evaluates "_t" to be the value of the first observation of the variable _t, which in effect sets the local t to be a constant. The second construct is what you want. By not using the equal sign, you are performing literal string substitution, which will set the local macro t to contain the string "_t". That is, the macro t will always refer to the variable _t in your data, as it is supposed to when you want the refer to part of the response in a survival model. --Bobby rgutierrez@stata.com * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: dual proc. Mac vs. PC***From:*"Laura M. GIULIANO" <giuliano@econ.Berkeley.EDU>

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