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Eureka! (Was RE: st: Adding -nocons- to -mlbeta-)


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Eureka! (Was RE: st: Adding -nocons- to -mlbeta-)
Date   Wed, 25 May 2005 00:54:58 +0100 (BST)

All,

By George, I've got it! I reloaded -mlbeta- again, added two codes only
referring to the -nocons- options, and:

. mlbeta sqgovote conadmin labadmin sqgpchg sqbeldm weakgovt, robust nocons
initial:       log pseudolikelihood =  58.897248
improve:       log pseudolikelihood =  58.897248
alternative:   log pseudolikelihood =  79.705106
rescale:       log pseudolikelihood =  79.705106
rescale eq:    log pseudolikelihood =  125.62044

initial:       log pseudolikelihood =  125.62044
rescale:       log pseudolikelihood =  152.77739
rescale eq:    log pseudolikelihood =  182.60433
Iteration 0:   log pseudolikelihood =  182.60433
Iteration 1:   log pseudolikelihood =  213.70011
Iteration 2:   log pseudolikelihood =  218.03775
Iteration 3:   log pseudolikelihood =  218.16947
Iteration 4:   log pseudolikelihood =   218.1697
Iteration 5:   log pseudolikelihood =   218.1697

                                                Number of obs   =        118
                                                Wald chi2(5)    =     363.39
Log pseudolikelihood =   218.1697               Prob > chi2     =     0.0000
----------------------------------------------------------------------------
           |               Robust
  sqgovote |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-----------+----------------------------------------------------------------
eq1        |
  conadmin |  -2.573098   .2641504    -9.74   0.000    -3.090823   -2.055373
  labadmin |   -2.49654   .2900482    -8.61   0.000    -3.065024   -1.928056
   sqgpchg |   .8231001    .136534     6.03   0.000     .5554985    1.090702
   sqbeldm |  -.9002064   .1771582    -5.08   0.000     -1.24743   -.5529827
  weakgovt |   .1150282   .1120976     1.03   0.305     -.104679    .3347354
-----------+----------------------------------------------------------------
eq2        |
     _cons |   3.069133   .3693289     8.31   0.000     2.345261    3.793004
----------------------------------------------------------------------------

Mean squared error:.006385

So, what cracked it? Actually, both Scott and Richard were right in their
solutions in their own way:

program define mlbeta, rclass

version 8
syntax varlist [if][in] [,DIspersion(varlist)] [,Robust] [,svy] [,Nocons]
tokenize `varlist'
marksample touse
if "`svy'"!=""{
	svymarkout `touse'
}
local lhs "`1'"
mac shift
local rhs "`*'"
ml model lf mlbeta_ll (`lhs'=`rhs', noconstant) (`dispersion') `if' `in',
 `robust' `svy'
ml search
ml maximize
tempvar error
quietly {
	predict `error' if e(sample)
	replace `error' = exp(`error')/(1+exp(`error'))
	replace `error' = (`lhs' - `error')^2
	su `error', meanonly
}
display in green _n "Mean squared error:" in yellow `r(mean)'
end

In other words, leaving the -noconstant- option out of the dispersion part
of the code seemed to do the trick, since the dispersion part of the
equation _must_ have the constant present: I couldn't see the wood for the
trees clear enough to realise this.

The funny thing is, if I add the -nonconstant- option in the dispersion
bracket, as well as adding Richard's suggested add-on code to the -ml
model- line, nothing happens. At all. Perhaps this is just as well.

Thanks - yet again - to Richard, Scott and Nick for their selfless help in
finding the key to unlock the door.

CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps

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