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


From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: Eureka! (Was RE: st: Adding -nocons- to -mlbeta-)
Date   Tue, 24 May 2005 20:34:15 -0500

At 12:54 AM 5/25/2005 +0100, Clive Nicholas wrote:
All,

By George, I've got it! I reloaded -mlbeta- again, added two codes only
referring to the -nocons- options, and:
Glad you've got it going. Sounds like it was close to being right a few messages ago, but adding noconstant to the dispersion equation zapped you. I'm not sure what made the collinearity issue go away though. A few comments on the code:


version 8
syntax varlist [if][in] [,DIspersion(varlist)] [,Robust] [,svy] [,Nocons]
As things now stand, the -nocons- option doesn't do anything because it is not used in the subsequent code. I'll note below how to change that.


tokenize `varlist'
marksample touse
if "`svy'"!=""{
        svymarkout `touse'
touse is not getting used in the subsequent code. Further, md cases in the dispersion varlist aren't getting knocked out. So, this isn't coded right, but maybe it doesn't hurt you. However, I'm guessing it would be good to add a line like

markout `touse' `dispersion'



ml model lf mlbeta_ll (`lhs'=`rhs', noconstant) (`dispersion') `if' `in',
 `robust' `svy'
What I think you want is

ml model lf mlbeta_ll (`lhs'=`rhs', `nocons') (`dispersion') if `touse',
`robust' `svy'

When calling mlbeta, it will then be your choice whether to include the constant or not.

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