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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Re: Defining a matrix in ml program |

Date |
Mon, 11 Mar 2013 10:00:55 +0100 |

> Cyrus Levy wrote: > > In the ml program below, I want to define a matrix based on parameter > equations and use that matrix later in lnL. But "ml check" command > returns an error in the line where I define the matrix MT. I am > wondering if it is possible or not at all to create matrices in Stata > based on ml parameters in this context. If yes, what is wrong with my > code and how can I fix it? > > [snip] On Mon, Mar 11, 2013 at 2:34 AM, Joseph Coveney wrote: > It looks as if you're trying to assign a dataset variable to a matrix cell. I > believe that the variables created by -mleval- from a vector are > constant-valued, so you can choose the first row (first observation) of data > from the variable and plug that as a scalar into the matrix cell. Try changing > the line of code that defines the matrix from > > matrix define `MT' = [`eta1', `eta2'\ `eta3', `eta4'] > > to > > matrix define `MT' = (`eta1'[1], `eta2'[1] \ `eta3'[1], `eta4'[1]) To give a bit more background: The mistake Cyrus made was in the use of -mleval-. By default -mleval- create a new variable containing the linear combination of the coefficients and the associated variables. Even if the equation on parameter for a constant it will by default still create variable that contains that constant for all observations. Joseph's solution is to let -mleval- create such variables, but use the first observation of each of these variables when creating the matrix. Now you need to ask: what will happen when someone accidentally specified a variable list for the 4th equation, or when the first observation happens to be a missing values for one of the variables included in the model? A more efficient and safer way to do that is to tell -mleval- that these are scalars and thus not create those variables in the first place: tempvar b1x b0 sigma tempname eta1 eta2 eta3 eta4 mleval `b1x' = `b', eq(1) mleval `b0' = `b', eq(2) mleval `sigma' = `b', eq(3) mleval `eta1' = `b', eq(4) scalar mleval `eta2' = `b', eq(5) scalar mleval `eta3' = `b', eq(6) scalar mleval `eta4' = `b', eq(7) scalar Hope this helps, Maarten --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Defining a matrix in ml program***From:*Cyrus Levy <levy.cyrus@gmail.com>

**st: Re: Defining a matrix in ml program***From:*"Joseph Coveney" <stajc2@gmail.com>

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