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Re: st: FW: ML for logit/ologit


From   brendan.halpin@ul.ie (Brendan Halpin)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: FW: ML for logit/ologit
Date   Wed, 16 Nov 2011 11:28:12 +0000

On Wed, Nov 16 2011, Thomas Murray (Department of Economics) wrote:

> 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

> This is Brendan's comment from a bit earlier: 
>
> You have "((^(1-)" in there, so the ^ doesn't apply to a variable, and therefore isn't recognised as an operator.
>
> I think this is because your `x' expands to "".
>
> Could ^ be failing to pick up `rho' inside the bracket?

No. The problem is that your x is expanding to nothing (as is rho). 

Your code says
ln(invlogit(   `b1' *((`x'^(1-`rho')-1)/(1-`rho'))))
The expansion is 
ln(invlogit(__000006*((   ^(1-     )-1)/(1-     ))))

b1 is expanding to __000006 but x and rho seem to be empty.

Brendan

>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
> Sent: 16 November 2011 11:03
> To: 'statalist@hsphsun2.harvard.edu'
> Subject: RE: st: FW: ML for logit/ologit
>
> That is not clear at all. The explanation is different. You are invoking a local rho, which you never define. Your earlier statement defines mu. 
>
> It now also seems that your earlier "along the lines of" means that you were not showing us the code that was buggy, which does help to explain why we couldn't see the bug. 
>
> Please do "Say exactly what you typed and exactly what Stata typed (or did) in response."
>
> Nick
> n.j.cox@durham.ac.uk 
>
> Thomas Murray (Department of Economics)
>
> I have run the set trace and it is clear there is a problem with the including an argument within the squared term (I've pasted the relevant part below).  I am sure this is the bug but I do not know why Stata doesn't like it.
>
> I am confident all the quotations are correct in the program.
>
> Many Thanks,
>
> Tom
>
> - mata: Mopt_search()
>         ------------------------------------------------------------------------------------------------ begin logittest ---
>         - version 12.0
>         - args lnf b1 b2 x mu
>         - tempvar lng
>         - qui {
>         - gen double `lng' = ln(invlogit(`b1'*((`x'^(1-`rho')-1)/(1-`rho')))) if $ML_y1==1
>         = gen double __000007 = ln(invlogit(__000006*((^(1-)-1)/(1-)))) if educ1==1 unknown function ^()
>           replace `lng' = ln(invlogit(-`b1'*((`x'^(1-`rho')-1)/(1-`rho')))) if $ML_y1==0
>           replace `lnf' = `lng'
>
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
> Sent: 16 November 2011 10:17
> To: 'statalist@hsphsun2.harvard.edu'
> Subject: RE: st: FW: ML for logit/ologit
>
> I don't think the example calls for such a sweeping generalization.
> People write programs to maximise non-linear functions in Stata [sic]
> all the time.
>
> There is a bug in Thomas' code. I can't spot it and there is a lingering
> doubt about use of quotation marks from previous posts. Using -set
> trace- might help him find where it is.
>
>
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-- 
Brendan Halpin,   Department of Sociology,   University of Limerick,   Ireland
Tel: w +353-61-213147  f +353-61-202569  h +353-61-338562;  Room F1-009 x 3147
mailto:brendan.halpin@ul.ie    ULSociology on Facebook: http://on.fb.me/fjIK9t
http://teaching.sociology.ul.ie/bhalpin/wordpress         twitter:@ULSociology
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