# Re: st: Maximum-likelihood estimation

 From [email protected] (Jeff Pitblado, StataCorp LP) To [email protected] Subject Re: st: Maximum-likelihood estimation Date Mon, 02 Feb 2004 23:49:39 -0600

```David Greenberg <[email protected]> is having some trouble with the -ml- command:

> I am trying to learn the maximum-likelihood procedure in  Stata SE version
> 8, but am getting error messages when following illustrative examples, one
> from someone's web site, the other from the Stata manual. Perhaps someone
> can tell me what I'm doing wrong.

>    Here is the first example:

> use http://www.stata-press.com/data/r8/auto.dta
> program define mylogit
>    args lnf Xb
>    replace `lnf' = -ln(1+exp(-`Xb')) if \$ML_y1==1
>    replace `lnf' = -`Xb' -ln(1+exp(-`Xb')) if \$ML_y==0
> end
> ml model lf mylogit (foreign=mpg weight)
> ml maximize

>     At this point I get the message
>  varlist required
>  (r100);

> What do I need to do to fix the syntax?

I've run David's code verbatim on my home computer, and it worked fine.
I can only think of two things:

1. The definition for -mylogit- should have a version statement at the very
top.

program define mylogit
version 8.2
args lnf Xb
replace `lnf' = -ln(1+exp(-`Xb')) if \$ML_y1==1
replace `lnf' = -`Xb' -ln(1+exp(-`Xb')) if \$ML_y==0
end

2. David's Stata might not be up-to-date.  Look at the results of the
following command within Stata:

. update query

--Jeff
[email protected]
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```