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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Cappellari and Jenkins code for MSL estimation of a probit model for panel data |

Date |
Sat, 5 Sep 2009 16:23:22 +0100 |

The code you run expects a global macro called -id- to be defined, but evidently it is empty. Nick n.j.cox@durham.ac.uk Ousmane FAYE I have a probit model using a panel data with 6 waves of observations. I am trying to run the code suggested by Cappellari and Jenkins Stata Journal (2006) (Paragraph 3.6: Illustration 4: MSL estimation of a probit model for panel data) See below. However I have the following error message after 'ml maximize' : "varlist required." I use 'ml check' and here is where the error likely happens: ...... - quietly { - forvalues i = 1/6 { - by $id: gen double `k`i'' = ( 2*$ML_y1[`i'] ) - 1 = by : gen double __00001J = ( 2*Diarrhea[1] ) - 1 varlist required by $id: gen double `xb`i'' = `theta1'[`i'] } I have exactly replicate the Cappellari and Jenkins' code. I don't why this occurs then. Can someone advise on this issue? Thanks in advance, The program i use is what follows: sort ChildID update global cs " " global csbar " " forvalues i = 2/6 { forvalues j = 1/`i' { global cs "$cs c`i'`j'" global csbar "$csbar /c`i'`j'" } } program drop myll program define myll args todo b lnf tempvar theta1 T fi xb1 xb2 xb3 xb4 xb5 xb6 k1 k2 k3 k4 k5 k6 tempname $cs mleval `theta1' = `b' , eq(1) local c = 1 forvalues i = 2/6 { forvalues j = 1/`i' { local c = `c' + 1 mleval `c`i'`j'' = `b' , eq(`c') scalar } } quietly { forvalues i = 1/6 { by $ChildID: gen double `k`i'' = ( 2*$ML_y1[`i'] ) - 1 by $ChildID: gen double `xb`i'' = `theta1'[`i'] } by $ChildID: gen double `T' = (_n == 6) tempname C mat `C' = I(6) forvalues i = 2/6 { forvalues j = 1/`i' { local c`i'`j' = `c`i'`j'' mat `C'[`i',`j'] = (`c`i'`j'') } } egen `fi' = mvnp(`xb1' `xb2' `xb3' `xb4' `xb5' `xb6') , /// chol(`C') dr($dr) prefix(z) /// signs(`k1' `k2' `k3' `k4' `k5' `k6') mlsum `lnf' = ln(`fi') if `T' } end di "$cs" di "$csbar" probit Diarrhea LDiarrhea LWAZ ChildAge ChildAge2 MotherAge female prim_sch sec_sch high_sch mat b0 = e(b) mdraws, dr(10) neq(6) prefix(z) antithetics global dr = r(n_draws) ml init b0 ml model d0 myll (Diarrhea: Diarrhea = LDiarrhea LWAZ ChildAge ChildAge2 MotherAge female prim_sch sec_sch high_sch) $csbar ml maximize * * 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/

**References**:**st: Cappellari and Jenkins code for MSL estimation of a probit model for panel data***From:*Ousmane FAYE <xalebifaye@yahoo.co.uk>

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