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st: RE: Weibull MLE & method `lf'


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Weibull MLE & method `lf'
Date   Fri, 2 Apr 2004 17:45:36 +0100

It appears that you are not supplying a variable with log gamma, 
the third argument of your program. 

Nick 
[email protected] 

[email protected]

> 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. 

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