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AW: st: mvnp code Cappellari & Jenkins 2006

From   "Martin Weiss" <>
To   <>
Subject   AW: st: mvnp code Cappellari & Jenkins 2006
Date   Tue, 7 Jul 2009 15:46:20 +0200


I am a long-time advocate of do-files to accompany the SJ, so far w/o any success. That would help spot such problems and also make them easy to rectify by just changing the do-file...


-----Ursprüngliche Nachricht-----
Von: [] Im Auftrag von Nick Cox
Gesendet: Dienstag, 7. Juli 2009 15:29
Betreff: RE: st: mvnp code Cappellari & Jenkins 2006

A good way to spot that something was wrong was to notice that `c21' etc are variables, and thus that the code as originally given implied stuffing variables into scalars. That in itself is not illegal in Stata, as Stata would use `c21'[1] etc., but as a general rule that's unlikely to be what you want. 


Maarten buis

--- On Tue, 7/7/09, Charlotte Gary wrote:
> Does anyone have tried the code suggested by Cappellari and
> Jenkins Stata Journal (2006)in paragraph 3.4? (I have
> reported the code at the end)
> I am simply trying to run this code (without changes) but
> an error message after “ml maximize” impedes to obtain
> the results that the authors show on p. 170. 

You'll need the change the lines:
scalar `cf22' = sqrt( 1 - `c21'^2 )
scalar `cf33' = sqrt( 1 - `c31'^2 - `c32'^2 )

scalar `cf22' = sqrt( 1 - `cf21'^2 )
scalar `cf33' = sqrt( 1 - `cf31'^2 - `cf32'^2 )

and change the line:
egen `sp'=mvnp(`xb1'`xb2'`xb3'), chol(`C') ///
  draws($dr) prefix(z) signs(`k1'`k2'`k3')

egen `sp'=mvnp(`xb1' `xb2' `xb3'), chol(`C') ///
   draws($dr) prefix(z) signs(`k1' `k2' `k3')

(notice the spaces between variable names)

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