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RE: st: mvnp code Cappellari & Jenkins 2006

From   "Nick Cox" <>
To   <>
Subject   RE: st: mvnp code Cappellari & Jenkins 2006
Date   Tue, 7 Jul 2009 14:57:44 +0100

The Stata Journal is perfectly happy to include substantial do-files with the electronic media supporting each article. There is no policy to exclude or discourage such files. At the same time, any principle that every segment of code in each article should be matched by a separate do-file would lead to much more work to no obvious good end, and so we don't support it. The Stata Journal also associates itself with common-sense advice to users to think about their code and check it carefully. 

Editor, SJ 

Martin Weiss

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...

Nick Cox

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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