Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Leny Mathew <lenymathewc@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: using ML for hurdle model, invalid syntax error |

Date |
Thu, 21 Oct 2010 17:18:50 -0400 |

Hello All, I'm trying to use the ml function to estimate a hurdle model. Instead of the Poisson or the negative binomial, I'm using the gamma distribution for the second part of the model. I've written this based on the article on the stata journal, 3, No.2, PP 178-184. stata is returning an invalid syntax error to ml check. The code is below: ml model lf hurdle_gam (cnew= time tsq) (time tsq) if T <=3 & final==0, robust cluster(ID) ml check Test 1: Calling hurdle_gam to check if it computes log pseudolikelihood and does not alter coefficient vector... FAILED; hurdle_gam returned error 198. Here is a trace of its execution: ------------------------------------------------------------------------------ -> hurdle_gam __000007 __000005 __000006 - `begin' = capture noisily version 10.1: hurdle_gam __000007 __000005 __000006 -------------------------------------------------------------------------------------------------------------- begin hurdle_gam --- - version 10.1 - args lnf beta1 beta2 lnphi - tempvar T E C phi pi - quietly { - gen double `pi' = exp(`beta1') = gen double __00000C = exp(__000005) - gen double `E' = exp(`beta2') = gen double __000009 = exp(__000006) - gen double `phi' = exp(`lnphi') = gen double __00000B = exp() invalid syntax gen double `T' = 1/`phi' gen double `C' = `T'*ln($ML_y1/`phi')-ln($ML_y1)-lngamma(1/`phi') replace `lnf' = cond($ML_y1==0, -`pi', log(1-exp(-`pi'))+`T'*($ML_y1*(-1/`E')-`beta2')+`C') } ---------------------------------------------------------------------------------------------------------------- end hurdle_gam --- - `end' = set trace off ------------------------------------------------------------------------------ Fix hurdle_gam. r(198); I can see that when trying to do "gen double `phi'=exp(`lnphi'), the temporary variable returns exp(), but I'm not sure how to fix that. Any comments on this is greatly appreciated. Thanks, Leny * * 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: using ML for hurdle model, invalid syntax error***From:*Maarten buis <maartenbuis@yahoo.co.uk>

- Prev by Date:
**st: estout and test statistics** - Next by Date:
**st: Ignore gap in time series data** - Previous by thread:
**st: estout and test statistics** - Next by thread:
**Re: st: using ML for hurdle model, invalid syntax error** - Index(es):