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Re: st: Unknown function () error.


From   Partha Deb <partha.deb@hunter.cuny.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Unknown function () error.
Date   Wed, 30 Aug 2006 11:15:12 -0400

You could look up Cameron and Trivedi on counts or microeconometrics, Greene (I think), the Stata manual entry for nbreg, etc. for the density function and/or likelihood function for a negative binomial. Sorry I can't be more specific because I don't have these books handy.

hth

Partha

Vimalanand S. Prabhu wrote:

Dear Partha,

Can you please make any suggestions as to how I can proceed?

Thanks,

Prabhu

Partha Deb wrote:
Watch the # - I think you want * .

Also, this isn't the likelihood function for a NB unless you do something more with uu. As specified, since uu is a constant, it's a Poisson with an additional constant (and hence not identified).

Partha

Vimalanand S. Prabhu wrote:


Hi

I am new to ml command. I am getting an error: Unknown function (), when I run the following code for negative binomial count model. Is there any obvious error in the code which I seem to miss out.

The L function is -exp(lambda.ui).(lambda.ui)^yi/(yi)!

program define nbreg2
args lnf theta uu
quietly replace `lnf' = -exp(`theta')#`uu' + $ML_y1#(`theta'+ln(`uu')) - lnfact($ML_y1)
end
ml model lf nbreg2 (jdemh=price eff) ()
ml check
ml maximize

Thanks,

Prabhu
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--
Partha Deb
Department of Economics
Hunter College
ph:  (212) 772-5435
fax: (212) 772-5398
http://urban.hunter.cuny.edu/~deb/

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