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From |
"Thomas Murray (Department of Economics)" <t.l.murray@bham.ac.uk> |

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

Subject |
st: RE: RE: ML for logit/ologit |

Date |
Tue, 15 Nov 2011 16:59:42 +0000 |

Thanks David, The my program in Stata uses the correct quotations for the standard logit - I must have copied and pasted from somewhere they were written wrongly. Tom -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of David Radwin Sent: 15 November 2011 16:52 To: statalist@hsphsun2.harvard.edu Subject: st: RE: ML for logit/ologit I don't know if this is causing the problem or not, but in your first program, you are using a straight single quotation mark (') at the beginning of each macro, but instead you should use a backtick (`). The second program uses the correct character for macros. See also: http://www.stata.com/statalist/archive/2008-02/msg01065.html David -- David Radwin Research Associate MPR Associates, Inc. 2150 Shattuck Ave., Suite 800 Berkeley, CA 94704 Phone: 510-849-4942 Fax: 510-849-0794 www.mprinc.com > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- > statalist@hsphsun2.harvard.edu] On Behalf Of Thomas Murray (Department of > Economics) > Sent: Tuesday, November 15, 2011 8:28 AM > To: statalist@hsphsun2.harvard.edu > Subject: st: ML for logit/ologit > > Dear Statalisters, > > I need to use the ML function to create a program for an ordered logit > log likelihood function. Before writing the code for the ologit model > I've been trying to practice with a computationally simpler logit > regression. This is what I've written so far: > > > program define logittest > version 12.0 > args lnf xb > tempvar lng > qui { > gen double 'lng' = ln(invlogit( 'xb')) if $ML_y1 == 1 replace 'lng' = > ln(invlogit(-'xb')) if $ML_y1 == 0 replace 'lnf' = 'lng' > } > end > > However, the model I wish to estimate is not simply y = a + bx. > > I want to estimate the following: y = a + b((x^(1-ρ)-1)/(1-ρ)) > > where ρ is a parameter to be determined. > > I have been trying to incorporate this into the logit code above (by > replacing the xb function) along the lines of: > > program drop logittest > program define logittest > version 12.0 > args lnf b1 x rho > tempvar lng > qui { > gen double `lng' = ln(invlogit(`b1'*((`x'^(1-`rho')-1)/(1-`rho')))) if > $ML_y1==1 > replace `lng' = ln(invlogit(-`b1'*((`x'^(1-`rho')-1)/(1-`rho')))) if > $ML_y1==0 > replace `lnf' = `lng' > } > end > > ml model lf logittest ( y = x) > ml max > > However I get the error 'unknown function ^()' - it doesn't like my > attempted manipulation of x using powers. > > My question - is it possible to impose this particular form of x into > a logit (or ordered logit) function? Am I just making a computational > mistake in my programming language? > > Many thanks in advance of any help offered. > > Tom Murray, > University of Birmingham * * 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/ * * 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: ML for logit/ologit***From:*"Thomas Murray (Department of Economics)" <t.l.murray@bham.ac.uk>

**st: RE: ML for logit/ologit***From:*"David Radwin" <dradwin@mprinc.com>

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