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Re: st: Fixing an -ml model- syntax problem


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fixing an -ml model- syntax problem
Date   Tue, 20 Feb 2007 13:04:55 -0500

At 12:10 PM 2/20/2007, Clive Nicholas wrote:
For fun, I thought I'd test out an old piece of Stata code I found in Allison (1999: 203-4) that fires up a logit model which takes into account unequal residual variation across groups. I'm sure it's just a minor thing, but I'm having problems running his Stata 6 routine, which utilizes -ml- code:

webuse union, clear
program define gplogit
version 6
args lnf theta delta
qui replace `lnf' =
$ML_y1*`theta'*(1+`delta')
ln(1+exp(`theta'*(1+`delta')))
end
ml model lf gplogit (union = age black grade south) ///
(delta: black,nocons)
ml maximize
You've split your code across lines; just because the journal typesetters can do that doesn't mean you can. It ought to be

qui replace `lnf' = $ML_y1*`theta'*(1+`delta') - ln(1+exp(`theta'*(1+`delta')))

As a sidelight, Allison's models can easily be estimated with -oglm-, available from SSC. For detailed discussion with code, see

http://www.nd.edu/~rwilliam/xsoc73994/Oglm1.pdf

http://www.nd.edu/~rwilliam/xsoc73994/Oglm2.pdf


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Richard Williams, Notre Dame Dept of Sociology
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