Greetings Statalisters ---
I'm using Gould, Pitblado, & Scribney's 'Maximum Likelihood
Estimation w/ Stata' book (2nd ed.) and want to use the program
(pg. 57) the authors have provided for use w/ the Weibull
distribution. I used their program verbatim but when I run it
on my (small) data set, one of several errors is returned
(invalid syntax, unknown operation, etc.). I have two
variables: 'relapse' (time to relapse) and 'censor' (0 for
censored and 1 otherwise -- incidentally, none of the
observations are censored, so maybe this variable is
unnecessary). The program is pasted below:
program weib1
version 8.2
args lnf leta lgam
tempvar p M R
quietly {
gen double `p' = exp(`lgam')
gen double `M' = ($ML_y1*exp(-`leta'))^`p'
gen double `R' = ln($ML_y1)-`leta'
replace `lnf' = -`M'+$ML_y2*(`lgam'-`leta'+(`p'-
1)*`R')
}
end
And this is the code w/ a snippet of the output & subsequent
error:
. ml model lf weib1 ()
. ml maximize
invalid syntax
r(198);
. ml check
Test 1: Calling weib1 to check if it computes log likelihood
and
does not alter coefficient vector...
FAILED; weib1 returned error 198.
Here is a trace of its execution:
---------------------------------------------------------------
->
weib1 __000003 __000002
- `begin'
= capture noisily version 8.2: weib1 __000003
__000002
-------------------------------------------------
--------------- begin weib1 ---
- version 8.2
- args lnf leta lgam
- tempvar p M R
- quietly {
- gen double `p' = exp(`lgam')
= gen double __000004 = exp()
invalid syntax
Does anyone have any suggestions? Perhaps I am missing
something obvious altogether regarding maximum likelihood
estimation and if so, I'd appreciate any feedback.
Parenthetically, I started a thread on Weibull maximum
likelihood estimation about one year ago and Bobby Gutierrez &
Nick Cox kindly pointed me towards the -nlcom- command which
accomplishes what I need, however, I want to learn how to do
this via the 'nuts & bolts' way.
cheers,
Clint Thompson
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