Thanks a lot for the quick reply.
-- I tried that code myself to find the same error message.
-- I am using Ver.8
-- oprobit is attached this time with -ml-.
Here is attached again the right code that has just been tested okay.
Sunhwa
/****** ML Programs for Oprobit Replication *************/
clear
sysuse auto
replace rep=2 if rep==. | rep==1
replace rep=rep-1
/****** oprobit ******/
xi: oprobit rep mpg i.turn
outreg using auto.xls, nolabel replace
/********** myoprobit1 **************/
capture program drop myoprobit1
program define myoprobit1
args lnf xb t1 t2 t3
tempvar p1 p2 p3 p4
qui gen double `p1'=ln(norm(`t1'-`xb'))
qui gen double `p2'=ln(norm(`t2'-`xb')-norm(`t1'-`xb'))
qui gen double `p3'=ln(norm(`t3'-`xb')-norm(`t2'-`xb'))
qui gen double `p4'=ln(norm(-`t3'+`xb'))
qui replace `lnf'=($ML_y1==1)*`p1' + ($ML_y1==2)*`p2' /*
*/ +($ML_y1==3)*`p3' + ($ML_y1==4)*`p4'
end
xi: ml model lf myoprobit1 (rep =mpg i.turn, nocons) (t1: ) (t2:) (t3:)
ml maximize
outreg using auto.xls, nolabel append
> At 09:29 PM 12/7/2005, Sunhwa Lee wrote:
> >Hello,
> >I am writing an ml program that replicates "oprobit" code in stata. With
> >all many trials, I have not succeeded in getting the exactly identical
> >estimates as with "oprobit" command. Below is the basic program I used
> to
> >compare with oprobit estimates.
>
> A couple of basic questions:
>
> * Are you sure you copied the code correctly in your message? When I
> run it, I keep getting the error
>
> +__000008 invalid name
>
> * What version of Stata are you running?
>
> * What is the oprobit command you are giving?
>
> With 74 cases & 20+ dummies being generated, I don't find it too
> stunning that there would be minor differences. But it'll be easier
> to tell once I can actually replicate your results.
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
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