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From |
Miriam Dietrich <miri.dietrich@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: programming maximum likelihood estimation for specific logistic function |

Date |
Wed, 8 Aug 2012 20:24:23 +0100 |

Hello, I want to run a maximum likelihood estimation of the following logistic function: L=ππ(1/(1+e^(-x/variance) ))^y (1/(1+e^(x/variance) ))^(1-y) And this is what I wrote in Stata: program define mylogit 1. . args lnf mu sigma 2. . quietly replace `lnf' = -ln(1+exp(-`mu'/`sigma')) if $ML_y1==1 3. . quietly replace `lnf' =-ln(1+exp(`mu'/`sigma')) if $ML_y1==0 4. . end . ml model lf mylogit ( bserved= titfortat) . ml maximize The problem is that Stata gives me an error message saying invalid name. I have also tried a couple of variations to understand what the problem might be. It works if I use: quietly replace `lnf' = -ln(1+exp(-`Xb')) if $ML_y1==1 but if i use quietly replace `lnf' = -ln(1+exp(-`Xb'/`sigma')) if $ML_y1==1 it says unknown function. Does anyone has any ideas? Thank you very much for your help in advanced. Miriam * * 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: programming maximum likelihood estimation for specific logistic function***From:*Matthew Baker <matthew.baker@hunter.cuny.edu>

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