I would suggest that you either adjust the value of `F' for the observations
that you don't want in the sum or else don't use mlsum but instead perform
the calculation yourself. I think the first suggestion might be easier.
How about inserting the line
replace `F'=log(F)*`last'
just before the mlsum and change the mlsum line to read
mlsum `lnf' = `F'
That is, take the logs yourself but count observation not flagged with
`last' as zero.
Michael Blasnik
[email protected]
----- Original Message -----
From: "Alfonso Miranda Caso Luengo"
<[email protected]>
To: <[email protected]>
Sent: Monday, June 14, 2004 11:47 AM
Subject: Re: st: fweights + ml d0
> Dear all,
>
> Here is an example of the problems I found with fw and ml d0. This code
estimates a sequential probit. A dummy dependent variable is observed for
each individual in various periods. The model predicts the probability of
observing a given sequence. For each individual draws are iid. However,
observations in the data set are not independent as each individual
contributes a group of observations. Hence, the ml linear-form restriction
is not met in this case.
>
> Here is the example. Can anyone see the error?
>
> Many thanks in advance,
>
> Alfonso.
>
>
<snip>
> . capture program drop mycode2_ll
>
> . program define mycode2_ll
> 1. args todo b lnf
> 2.
> . local y "$ML_y1"
> 3. local i "$S_ivar"
> 4.
> . tempvar xb F last
> 5.
> . mleval `xb' = `b'
> 6.
> . qui {
> 7. by `i' : gen `last' = cond(_n==_N,1,0)
> 8.
> . gen double `F' = . in 1 if $ML_samp
> 9.
> . #delimit ;
> delimiter now ;
> . by `i': replace `F' =
> > cond(_n==1,
> > cond(`y',normprob(`xb'),normprob(-`xb')),
> > cond(`y',
> > normprob(`xb'),normprob(-`xb'))*`F'[_n-1] ) if $ML_samp;
> 10. #delimit cr
> delimiter now cr
> .
> . mlsum `lnf' = log(`F') if `last'
> 11.
> . }
> 12. end
>
<snip>
> Alfonso Miranda
> PhD Student
>
> Economics Department
> University of Warwick
*
* 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/
