Thanks Glenn for your kind help. I appreciate it. The "set trace on"
is helpful. I think it is probably a good idea if I post the code here
so you guys can help me out.
Many thanks!
Here is the code:
* define KT 1992 SPT specification with no errors
cap program drop MLkt0_1
program define MLkt0_1
args lnf alpha lambda gamma
tempvar choiceA prob0_a prob1_a prob0_b prob1_b
tempvar ya0, ya1, yb0, yb1, y_a0 y_a1 y_b0 y_b1 euA euB euDiff euRatio tmp
quietly {
generate int `choiceA' = $ML_y1
generate double `tmp' = (($ML_y2^`gamma')+($ML_y3^`gamma'))^(1/`gamma')
generate double `prob0_a' = ($ML_y2^`gamma')/`tmp'
generate double `prob1_a' = ($ML_y3^`gamma')/`tmp'
replace `tmp' = (($ML_y4^`gamma')+($ML_y5^`gamma'))^(1/`gamma')
generate double `prob0_b' = ($ML_y4^`gamma')/`tmp'
generate double `prob1_b' = ($ML_y5^`gamma')/`tmp'
generate double `y_a0' = $ML_y6
generate double `y_a1' = $ML_y7
generate double `y_b0' = $ML_y8
generate double `y_b1' = $ML_y9
generate double `ya0' =.
replace `ya0' = ( `y_a0')^(`alpha') if `y_a0'>=0
replace `ya0' = -`lambda'*(-`y_a0')^(`alpha') if `y_a0'<0
generate double `ya1' = .
replace `ya1' = ( `y_a1')^(`alpha') if `y_a1'>=0
replace `ya1' = -`lambda'*(-`y_a1')^(`alpha') if `y_a1'<0
generate double `yb0' = .
replace `yb0' = ( `y_bo')^(`alpha') if `y_b0'>=0
replace `yb1' = ( `y_b1')^(`alpha') if `y_b1'>=0
generate double `euA' = (`prob0_a'*`ya0')+(`prob1_a'*`ya1')
generate double `euB' = (`prob0_b'*`yb0')+(`prob1_b'*`yb1')
replace `lnf' = ln(normal( `euDiff')) if `choiceA'==1
replace `lnf' = ln(normal(-`euDiff')) if `choiceA'==0
}
end
On Thu, Apr 9, 2009 at 3:43 AM, Glenn Goldsmith
<[email protected]> wrote:
> Hi Quang,
>
> It looks like a problem with your MLkt0_1 function. You often get this sort
> of error if you try to use an undefined local macro as a name. Using -set
> trace on- before running the command should allow you to identify the
> problem.
>
> HTH,
>
> Glenn.
>
> Quang Nguyen <[email protected]> wrote:
>
> Dear All,
>
> I had a program called MLkt0_1 to estimate three parameters alpha,
> lamda, and gamma. However, as I rum the following command:
>
> ml model lf MLkt0_1 (alpha: choiceA p_a0 p_a1 p_b0 p_b1 y_a0
> y_a1 y_b0 y_b1 =) (lamda:) (gamma:), cluster(id) maximize
> technique(nr)
>
>
> There's message saying that "," is not a valid name. Do you know what
> may cause this?
>
> Many thanks!
>
> *
> * 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/
>
--
"My father gave me the greatest gift anyone could give another person,
he believed in me." - Jim Valvano
*
* 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/
