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From |
aguo@stanford.edu |

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statalist@hsphsun2.harvard.edu |

Subject |
st: Error: "could not calculate numerical derivatives; missing valuesencountered" with command "ml model d0..." |

Date |
Fri, 15 Aug 2008 21:05:46 -0700 (PDT) |

Hi there, I was trying to estimate a piece-wise exponential model with discrete shared frailty with "ml model d0" command but it always stopped here. I have no clue what have caused the problem. Can you give me some suggestions that I can try? Many thanks! The ado file that computes the lnf to be evaluated is this: program define myereghet_dlf_sh version 7.0, missing args todo b lnf tempvar beta tempname theta1 theta2 tempname pi2base mleval `beta' = `b', eq(1) /* normalize theta1 to 0 */ mleval `theta2' = `b', eq(2) scalar mleval `pi2base' = `b', eq(3) scalar local t = "$EREGt" local t0 = "$EREGt0" local d = "$EREGd" local by "by $EREG_by" quietly { /* Calculate the log-likelihood */ tempname pi1 pi2 scalar `pi1'=1/(1+exp(`pi2base')) scalar `pi2'=exp(`pi2base')/(1+exp(`pi2base')) tempvar sums sumd logs dbeta sumdbeta gen double `logs' = exp(`beta')*(`t0'-`t') if $ML_samp gen double `dbeta' = `d'*`beta' if $ML_samp `by': gen double `sums' = cond(_n==_N, /* */ sum(`logs'),.) if $ML_samp `by': gen double `sumd' = cond(_n==_N, /* */ sum(`d'),.) if $ML_samp `by': gen double `sumdbeta' = sum(`dbeta') if $ML_samp mlsum `lnf' = cond(`sumd'<., /* */ ln(`pi1'*exp( `sums' +`sumdbeta') /* */ + `pi2'*exp(exp(`theta2')*`sums'+`theta2'*`sumd'+`sumdbeta')),0) if `todo'==0 | `lnf'>=. {exit} } end The ado file that contains the ml command has the following lines: version 8.1: /// ml model d0 myereghet_dlf_sh /* */ (`t': `t'=`rhs' , `constant' `offopt') /* */ /theta2 /pi2base `w' if `touse', `cont' noout /* */ `robust' `cluopt' `scopt' `iniopt' `mlopts' /* */ missing collin nopreserve /* */ max search(quietly) `log' `options' /* * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Error: "could not calculate numerical derivatives; missing values encountered" with command "ml model d0..."***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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