After I load the program below, I type
ml model lf weib1 ()
ml check
upon which the following trace & error are returned:
Test 1: Calling weib1 to check if it computes log likelihood
and
does not alter coefficient vector...
FAILED; weib1 returned error 198.
Here is a trace of its execution:
---------------------------------------------------------------
-> weib1 __000003 __000002
- `begin'
= capture noisily version 8.2: weib1 __000003
__000002
---------------------------------------------------------------
begin weib1
- version 8.2
- args lnf leta lgam
- tempvar p M R
- quietly {
- gen double `p' = exp(`lgam')
= gen double __000004 = exp()
invalid syntax
gen double `M' = ($ML_y1*exp(-`leta'))^`p'
gen double `R' = ln($ML_y1)-`leta'
replace `lnf' = -`M'+$ML_y2*(`lgam'-
`leta'+(`p'-1)*`R')
}
---------------------------------------------------------------
end weib1 ---
- `end'
= set trace off
---------------------------------------------------------------
Fix weib1.
If I use the 'cancer' dataset and use the same -ml model-
command, the same trace & error are returned. Perhaps I am
missing something obvious in the argument specification?
Again, I suspect that my single vector of datapoints may be the
problem or, perhaps, my confusion regarding proper
variable/argument specification in the -ml model- command.
Just to reiterate, I am interested in estimating the theta &
beta from the Weibull pdf using my small dataset. As always,
any input is appreciated!
cheers, clint
On 15 Apr 2004 at 11:16, Nick Cox wrote:
> As you say, this program looks essentially that in Gould,
> Pitblado and Sribney (p. 57). I can't see any
> typos. I wondered if there would be difficulties
> if `leta' were ever negative in your data, but
> Stata does the right thing with e.g. exp(--2).
> So I am reduced to the old advice
>
> Say exactly what you typed and exactly what Stata typed
> (or did) in response. N.B. exactly! If you can, reproduce
> the error with one of Stata's provided datasets or a simple
> concocted dataset that you include in your posting.
>
> Nick
> [email protected]
>
> [email protected]
>
> > now I am at a loss as to the proper
> > implementation of the Weibull MLE program supplied by Gould,
> > Pitblado, & Scribney when I have a single vector of data
> > (survival time). The program I'm using is pasted below:
> > program weib1
> > version 8.2
> > args lnf leta lgam
> > tempvar p M R
> > quietly {
> > gen double `p' = exp(`lgam')
> > gen double `M' = ($ML_y1*exp(-`leta'))^`p'
> > gen double `R' = ln($ML_y1)-`leta'
> > replace `lnf' = -`M'+$ML_y2*(`lgam'-`leta'+(`p'-1)*`R')
> > }
> > end
> >
> > This program executes without problem when used on the 'cancer'
> > dataset (with some modification to the variable 'drug' of
> > course) that is accessible from within Stata but terminates in
> > error on my dataset with 'invalid syntax'. My question is
> > this: what am I overlooking from a programming perspective?
> > My objective is estimation of theta & beta and -nlcom- will
> > accomplish this, however, I wish to take the scenic route on
> > this one thus my desire to do this with Stata's -ml- commands.
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
