Dear List,
I am wondering if anyone could give me suggestions on
the following codes that I wrote. It seems that "ml
search" or "ml check" could never find a feasible
value to start. The error message is "could not find
feasible values". I have checked the codes many times
but still couldn't figure out what goes wrong.
Any suggestion would be greatly appreciated.
Frank
************************************************
/* This is to construct our own likelihood function
and maximize it*/
/* the data used is "C:\DATA\dataact.dta"*/
clear set more off cap log close set mem 300m
cd c:\psid
log using "C:\psid\data16",replace t
capture program drop jtest
program define jtest
version 6
args todo b lnf
tempvar theta1 theta2
tempvar z1 z2 z3 z4 z5 z12 a e D
tempvar lt
tempname s_H alpha lsh lalp
mleval `theta1' = `b', eq(1)
mleval `theta2' = `b', eq(2) /*hazard rate*/
mleval `s_H' = `b', eq(3) scalar
mleval `alpha' = `b', eq(4) scalar
quietly{
scalar `s_H' = `s_H'
scalar `alpha' = `alpha'
scalar `lsh' = ln(`s_H')
scalar `lalp' = ln(`alpha')
gen double `z1' =
ln(normd(($ML_y1-`theta1')/(`s_H')))-`lsh' /*normal*/
gen double `z5' =
-(`theta2')*(($ML_y2)^(`alpha'))
gen double `z2' = ln(`theta2') +
`lalp'+ (`alpha'-1)*ln($ML_y2)+`z5' /*weibull*/
gen double `z12' = `z1'+`z2'
by newid: gen `lt' = cond(_n==_N,
_N,.)
gen `D' = (`lt'==1) if `lt' !=.
by newid: gen double `z3' =
cond(_n==(_N-1), sum(`z12'),.)
by newid: gen double `z4' = `z3'[_n-1]
if (`lt'!=.&`lt'!=1)
gen double `e' =
(1-$ML_y3)*(`z12')+($ML_y3)*(`z5')
by newid: gen double `a'=`z4'+`e' if
(`lt'!=.&`lt'!=1)
mlsum `lnf' = `D'*`e'+(1-`D')*`a' if
`lt'!=.
}
end
use "C:\DATA\dataact.dta", clear
/*gen lhv = ln(hv)*/
sort newid t
save "C:\DATA\dataact.dta", replace
use "C:\DATA\dataact.dta", clear
ml model d0 jtest (lhv dur c = fsize)(age)/s_H /alpha
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