Richard Williams wrote:
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
That's a very good point. I was typing the code straight from what was printed by Allison in his article. Not being in any way an expert in -ml-, I assumed this was how the code should be. I couldn't see it, and it's worth noting that the subtraction operator did _not_ appear in Allison's Stata code.
I'm very comforted to see, as both Glenn Hoetker (who said the above was his code, interestingly!) and Arne Rise Hole pointed out, that Richard has already programmed an alternative: -oglm-. I have seen this mentioned before, but not taken much notice of it until now. How do they compare? Following Sergiy Radyakin's post and using -estout-:
gplogit oglm
eq1 delta choice variance cut1
b/t b/t b/t b/t b/t
age in current year 1.012*** 1.012***
(5.007) (5.007)
race black 2.334*** 0.980 2.334*** 1.020
(13.776) (-0.291) (13.775) (0.289)
current grade completed 1.079*** 1.079***
(10.923) (10.923)
1 if south 0.397*** 0.397***
(-21.205) (-21.205)
_cons 0.080*** 12.458***
(-22.484) (22.484)
Model chi square 1073.402 1194.011
Log psuedo-likelihood -1.33e+04 -1.33e+04
Psuedo R^{2} 0.043
N 26200 26200
The model parameters and standard errors are exactly the same, but the model fit is better under -oglm-. The key issue, however, is the value of the $\{delta}$ parameter. under -gplogit-, $\{delta} < 0$, implying that residual variation is larger amongst blacks than amongst non-blacks. Under -oglm-, $\{delta} > 0$, which implies exactly the opposite. This throws up two follow-up questions:
(1) If both of these achieved significance here, how on Earth do you decide whether or not to include an interactive term in the model?
(2) Since they don't, is the inclusion of one 'legal' under -oglm- (they can be included in both routines and both run)?
A rather large thanks to Arne, Glenn, Richard and Sergiy for their replies on this.
Clive Nicholas
___________________________________________________________
The all-new Yahoo! Mail goes wherever you go - free your email address from your Internet provider. http://uk.docs.yahoo.com/nowyoucan.html
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/