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RE: st: using ML for hurdle model, invalid syntax error


From   jhilbe@aol.com
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: using ML for hurdle model, invalid syntax error
Date   Sat, 23 Oct 2010 11:04:40 -0400

I may be missing something since I just saw your last correspondence regarding hurdle models, but why don't you use the same logic of using ML for creating hurdle models as I did when writing poisson-logit, poisson-probit, poisson-clog, NB-logit, NB-probit, and NB-clog hurdle models that were posted to the SSC site a several years ago. If you wish to rewrite the models, or to create others, it is easy to adapt the commands already done, or amend them, for your purposes.

Joseph Hilbe




Date: Fri, 22 Oct 2010 08:45:26 +0100 (BST)
From: Maarten buis <maartenbuis@yahoo.co.uk>
Subject: Re: st: using ML for hurdle model, invalid syntax error

- --- On Thu, 21/10/10, Leny Mathew wrote:
I'm trying to use the ml function to estimate a hurdle
model. <snip>
The code is below:

ml model lf hurdle_gam (cnew= time tsq) (time tsq) if T
<=3 & final==0, robust cluster(ID)
ml check
<snip>
args lnf beta1 beta2 lnphi
<snip>
gen double `phi' = exp(`lnphi')
                =
gen double __00000B = exp()
invalid syntax

- -ml- calls your evaluator (-hurdle_cam-) with first the name
of the variable in which to store the log-likelihood, than the
linear predictor of your first equation (-(cnew= time tsq)-),
than the linear predictor of the second equation (-(time tsq)-),
and since you did not specify a third equation in your -ml model-
statement, there will be no third equation. So, even though you
specified a third equation called lnphi in the -args- command,
that local macro will be empty, so -exp(`lnphi')- will be
evaluated as -exp()-, which gives your error. To solve this you
need to specify the third equation in your -ml model statement.
If you only want it to be a constant you can do that as follows:

ml model lf hurdle_gam (cnew= time tsq) (time tsq) /lnphi ///
  if T <=3 & final==0, robust cluster(ID)

Hope this helps,
Maarten

- --------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
- --------------------------




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