Re: st: re: ML program and ML maximize help

[Greg Evans <Greg.Evans@evans-corp.com>]

Thanks Kit.

You are absolutely right about fixing this error leading to several 
others.  I've managed to work through some of them, but am still having 
some problems, though the problem appears to be closer to the likelihood 
itself (which is progress!).

The lnf variable seems to get replaced with "ML_f" and then Stata gives 
me an error that ML_f is not found.  It appears to have to do with my 
attempt to do a 3 step likelihood (when I take the 2 steps out and just 
try to do one, I get an error " { required ").  At no time do I create 
or refer to ML_f so this appears to be something Stata does on it's own.

Here I will reprint the likelihood portion and below I will produce the 
error:

mlsum `lnf'= -ln(`sigma') - (1/(2*`sigma'^2))*($ML_y1 + `alpha1' - 
`beta')^2 if $ML_y1 < 0
 replace `lnf' = -ln(`sigma') - (1/(2*`sigma'^2))*($ML_y1 + `alpha2' - 
`beta')^2 if $ML_y1 > 0
 replace `lnf' = ln(normal(`alpha2'-`beta')/`sigma') - 
normal(`alpha1'-`beta')/`sigma') if $ML_y1=0
if `last' == 1



Below is the error code from the ml check output (it's ugly, but I'm 
copying and pasting just as is without cleaning anything up for fear I 
would change anything):

- mlsum `lnf'= -ln(`sigma') - (1/(2*`sigma'^2))*($ML_y1 + `alph
> a1' - `beta')^2 if $ML_y1 < 0
                = mlsum ML_f= -ln(__00000F) - (1/(2*__00000F^2))*(ri_r 
+ __0000
> 0C - __00000E)^2 if ri_r < 0
                - replace `lnf' = -ln(`sigma') - 
(1/(2*`sigma'^2))*($ML_y1 + `a
> lpha2' - `beta')^2 if $ML_y1 > 0
                = replace ML_f = -ln(__00000F) - 
(1/(2*__00000F^2))*(ri_r + __0
> 0000D - __00000E)^2 if ri_r > 0
variable ML_f not found
                  replace `lnf' = ln(normal(`alpha2'-`beta')/`sigma') - 
normal(
> `alpha1'-`beta')/`sigma') if $ML_y1=0
                  if `last' == 1
                  }

~~~~~~~~~~~~~~~~~~~~~
Greg Evans
University of Georgia
Choose Happy!

Kit Baum wrote:

> < >
> global stock
>
> program define lesmond
>     version 10.1
>     args todo b lnf
>     tempvar alpha1 alpha2 beta sigma last
>     mleval `alpha1' = `b', eq(1)
>     mleval `alpha2' = `b', eq(2)
>     mleval `beta' = `b', eq(3)
>     mleval `sigma' = `b', eq(4)
> // MY_panel contains the panel ID
> local by $stock
> sort `by'
>
>
>
> I don't think this has anything to do with ML.  Your 'global stock' 
> defines the macro $stock as empty, and then you say
>
> local by $stock
>
> which will cause the local to be empty, and then you
>
> sort `by'
>
> which evaluates to
>
> sort
>
>
> It is true that sort requires a varlist. This is why you're getting a 
> `varlist required' error. Define the stock macro as having some content 
> and it should work (or at least give you a new, interesting error message).
>
> Cheers
> Kit
>
> Kit Baum, Boston College Economics and DIW Berlin
> http://ideas.repec.org/e/pba1.html
> An Introduction to Modern Econometrics Using Stata:
> http://www.stata-press.com/books/imeus.html
>
>
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