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From |
"Carlo Fezzi" <c.fezzi@uea.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: passing variables names to sub-programs |

Date |
Thu, 26 Feb 2009 18:21:57 -0000 |

Dear all, I am writing a program to maximize the likelihood function of a simultaneous equation model (in specific, it is a simultaneous equation heteroskedastic Tobit model via Quasi Maximum Likelihood, but it is not important for the current question.. I just mention it because I would be very happy to make it a standard .ado file once fine-tuned). In such a model it is very useful to specify as starting values the parameters estimated for the single equations estimated separately, which are much faster to be estimated. However, I cannot figure out which are the right commands and syntax to use to pass the structure of the equations defined by the user from the multiequation program to the single equation ones. To explain better, let?s consider a model composed by 3 equations: --------------------- program multiequation args mu1 mu2 mu3 lnsigma1 lnsigma2 lnsigma3 ar12 ar13 ar23 *** mu_i = mean parameters, lnsigma_i = variances, ar_ij = correlations *** mat b0 = 0 ** b0 = matrix of starting values ** forvalues i = 1/3 { tempname b`i' ml model lf singlequation_ll (mu`i': ?y in mu_i? = ?x in mu_i?) /// (lnsigma`i': ?x in lnsigma_i?) ml maximize mat b`i' = e(b) mat b0 = b0,b`i' } mat b0 = b0[1...,2...] ml init b0 ml model multiequation_ll etc... ------------- The problem is that I cannot figure out the right syntax to indicate the dependent and the explanatory variables that are included in mu_i (indicated in the program by ?y in mu_i? and ?x in mu_i?) and in lnsigma_i (?x in lnsigma _i?). These are decided by the user in the usual way (e.g. mu1: y1 = x1 x2) when the ?multiequation? program runs, but I don?t know how to pass that information to the ?singlequation_ll? program. I would greatly appreciate any advice on this, All the best, Carlo ************************************************** Carlo Fezzi Senior Research Associate Centre for Social Research on the Global Environment (CSERGE) Department of Environmental Sciences University of East Anglia Norwich (UK) NR2 7TJ Telephone: +44(0)1603 591385 Fax: +44(0)1603 593739 ************************************************* * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: passing variables names to sub-programs***From:*Antoine Terracol <terracol@univ-paris1.fr>

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