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From |
<cthompson@dfpm.utah.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Weibull MLE, part II |

Date |
Thu, 15 Apr 2004 11:13:04 -0600 |

After I load the program below, I type ml model lf weib1 () ml check upon which the following trace & error are returned: 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 gen double `M' = ($ML_y1*exp(-`leta'))^`p' gen double `R' = ln($ML_y1)-`leta' replace `lnf' = -`M'+$ML_y2*(`lgam'- `leta'+(`p'-1)*`R') } --------------------------------------------------------------- end weib1 --- - `end' = set trace off --------------------------------------------------------------- Fix weib1. If I use the 'cancer' dataset and use the same -ml model- command, the same trace & error are returned. Perhaps I am missing something obvious in the argument specification? Again, I suspect that my single vector of datapoints may be the problem or, perhaps, my confusion regarding proper variable/argument specification in the -ml model- command. Just to reiterate, I am interested in estimating the theta & beta from the Weibull pdf using my small dataset. As always, any input is appreciated! cheers, clint On 15 Apr 2004 at 11:16, Nick Cox wrote: > As you say, this program looks essentially that in Gould, > Pitblado and Sribney (p. 57). I can't see any > typos. I wondered if there would be difficulties > if `leta' were ever negative in your data, but > Stata does the right thing with e.g. exp(--2). > So I am reduced to the old advice > > Say exactly what you typed and exactly what Stata typed > (or did) in response. N.B. exactly! If you can, reproduce > the error with one of Stata's provided datasets or a simple > concocted dataset that you include in your posting. > > Nick > n.j.cox@durham.ac.uk > > cthompson@dfpm.utah.edu > > > now I am at a loss as to the proper > > implementation of the Weibull MLE program supplied by Gould, > > Pitblado, & Scribney when I have a single vector of data > > (survival time). The program I'm using is pasted below: > > program weib1 > > version 8.2 > > args lnf leta lgam > > tempvar p M R > > quietly { > > gen double `p' = exp(`lgam') > > gen double `M' = ($ML_y1*exp(-`leta'))^`p' > > gen double `R' = ln($ML_y1)-`leta' > > replace `lnf' = -`M'+$ML_y2*(`lgam'-`leta'+(`p'-1)*`R') > > } > > end > > > > This program executes without problem when used on the 'cancer' > > dataset (with some modification to the variable 'drug' of > > course) that is accessible from within Stata but terminates in > > error on my dataset with 'invalid syntax'. My question is > > this: what am I overlooking from a programming perspective? > > My objective is estimation of theta & beta and -nlcom- will > > accomplish this, however, I wish to take the scenic route on > > this one thus my desire to do this with Stata's -ml- commands. > > * > * 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/ * * 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/

**References**:**st: RE: Weibull MLE, part II***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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