>
> 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
>
Have you tried -egen- instead of -generate- ?
If I'm not mistaken, the -sum()- option with -generate- gives the
running sum, while with -egen- it gives the overall sum within the -by-
group.
If your data is randomly re-sorted within the -by- group, using -egen-
will ensure that the `last' observation of each group does give the
overall sum.
my 2 cents,
Antoine
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