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From |
Quang Nguyen <quangn@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: What wrong with this ML model command? |

Date |
Thu, 9 Apr 2009 04:13:35 -1000 |

Thanks Glenn for your kind help. I appreciate it. The "set trace on" is helpful. I think it is probably a good idea if I post the code here so you guys can help me out. Many thanks! Here is the code: * define KT 1992 SPT specification with no errors cap program drop MLkt0_1 program define MLkt0_1 args lnf alpha lambda gamma tempvar choiceA prob0_a prob1_a prob0_b prob1_b tempvar ya0, ya1, yb0, yb1, y_a0 y_a1 y_b0 y_b1 euA euB euDiff euRatio tmp quietly { generate int `choiceA' = $ML_y1 generate double `tmp' = (($ML_y2^`gamma')+($ML_y3^`gamma'))^(1/`gamma') generate double `prob0_a' = ($ML_y2^`gamma')/`tmp' generate double `prob1_a' = ($ML_y3^`gamma')/`tmp' replace `tmp' = (($ML_y4^`gamma')+($ML_y5^`gamma'))^(1/`gamma') generate double `prob0_b' = ($ML_y4^`gamma')/`tmp' generate double `prob1_b' = ($ML_y5^`gamma')/`tmp' generate double `y_a0' = $ML_y6 generate double `y_a1' = $ML_y7 generate double `y_b0' = $ML_y8 generate double `y_b1' = $ML_y9 generate double `ya0' =. replace `ya0' = ( `y_a0')^(`alpha') if `y_a0'>=0 replace `ya0' = -`lambda'*(-`y_a0')^(`alpha') if `y_a0'<0 generate double `ya1' = . replace `ya1' = ( `y_a1')^(`alpha') if `y_a1'>=0 replace `ya1' = -`lambda'*(-`y_a1')^(`alpha') if `y_a1'<0 generate double `yb0' = . replace `yb0' = ( `y_bo')^(`alpha') if `y_b0'>=0 replace `yb1' = ( `y_b1')^(`alpha') if `y_b1'>=0 generate double `euA' = (`prob0_a'*`ya0')+(`prob1_a'*`ya1') generate double `euB' = (`prob0_b'*`yb0')+(`prob1_b'*`yb1') replace `lnf' = ln(normal( `euDiff')) if `choiceA'==1 replace `lnf' = ln(normal(-`euDiff')) if `choiceA'==0 } end On Thu, Apr 9, 2009 at 3:43 AM, Glenn Goldsmith <glenn.goldsmith@gmail.com> wrote: > Hi Quang, > > It looks like a problem with your MLkt0_1 function. You often get this sort > of error if you try to use an undefined local macro as a name. Using -set > trace on- before running the command should allow you to identify the > problem. > > HTH, > > Glenn. > > Quang Nguyen <quangn@gmail.com> wrote: > > Dear All, > > I had a program called MLkt0_1 to estimate three parameters alpha, > lamda, and gamma. However, as I rum the following command: > > ml model lf MLkt0_1 (alpha: choiceA p_a0 p_a1 p_b0 p_b1 y_a0 > y_a1 y_b0 y_b1 =) (lamda:) (gamma:), cluster(id) maximize > technique(nr) > > > There's message saying that "," is not a valid name. Do you know what > may cause this? > > Many thanks! > > * > * 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/ > -- "My father gave me the greatest gift anyone could give another person, he believed in me." - Jim Valvano * * 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: What wrong with this ML model command?***From:*Quang Nguyen <quangn@gmail.com>

**References**:**Re: st: What wrong with this ML model command?***From:*"Glenn Goldsmith" <glenn.goldsmith@gmail.com>

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