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st: RE: -by- in ML


From   "Wallace, John" <John_Wallace@affymetrix.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: -by- in ML
Date   Mon, 6 Jun 2005 14:58:25 -0700

Your example doesn't explictly contain a -sort- command for your
variable "us_id", which might be the problem.  -By:- needs to have the
dataset sorted, you can do this on the fly by replacing it with
-bysort:-. To get more information from Stata, you might try using the
-capture- command to trap the error code that would have been returned
in interactive mode. 

Hope this helps
-John W

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of
watt@fas.harvard.edu
Sent: Monday, June 06, 2005 2:31 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: -by- in ML

Here is my code:

program mylogit2
	version 8.0
	args todo b lnf
	tempvar theta1 a c group_sum last
	mleval `theta1' = `b', eq(1)
	quietly gen double `a' = exp(`theta1')/(1+exp(`theta1'))
	quietly gen double `c' =  1/(1+exp(`theta1'))
	by us_id: gen double `group_sum' = sum(ln(`a'^($ML_y1) *
`c'^(1-$ML_y1)))
	by us_id: gen double `last' = (_n==_N)
	mlsum `lnf' = `group_sum' if `last'
end

ml model d0 mylogit2 (y = x1 x2)
ml check
ml search
ml maximize

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