0. Before you call this code,
gen safecopy = .
1. Within your -myll- code add as last line
replace safecopy = `sp'
2. Access the variable -safecopy- afterwards.
Nick
[email protected]
Charlotte Gary
My purpose is to get the probabilities of every possible multiple outcome, therefore sp in the code of Cappellari and Jenkins 2006 (p.168) is the variable of my interest. However, in the code (see again below) sp is defined as a tempvar hence it is not saved as a new variable in the dataset. I tried to modify the program omitting sp from the tempvar list and changing this line:
egen `sp'= mvnp(`xb1' `xb2' `xb3'), chol(`C') draws($dr) prefix(z) signs(`k1' `k2' `k3' )
into this:
egen sp= mvnp(`xb1' `xb2' `xb3'), chol(`C') draws($dr) prefix(z) signs(`k1' `k2' `k3' )
However, this was of proceeding is not correct as after ml maximize an error message appears: â??sp is already definedâ??.
Hence my question is: how is it possible to obtain the probabilities of every possible multiple outcome at unit of analysis level?
Really thank you in advance!
program define myll
args lnf xb1 xb2 xb3 c21 c31 c32
tempvar sp k1 k2 k3
quietly {
gen double `k1' = 2*$ML_dummy_C - 1
gen double `k2' = 2*$ML_dummy_I - 1
gen double `k3' = 2*$ML_dummy_S - 1
tempname cf21 cf22 cf31 cf32 cf33 C
su `c21', meanonly
scalar `cf21' = r(mean)
su `c31', meanonly
scalar `cf31' = r(mean)
su `c32', meanonly
scalar `cf32' = r(mean)
scalar `cf22' = sqrt( 1 - `cf21'^2 )
scalar `cf33' = sqrt( 1 - `cf31'^2 - `cf32'^2 )
mat `C' = (1, 0, 0 \ `cf21', `cf22', 0 \ `cf31',`cf32', `cf33')
egen `sp'= mvnp(`xb1' `xb2' `xb3'), chol(`C') draws($dr) prefix(z) signs(`k1' `k2' `k3' )
replace `lnf'= ln(`sp')
}
end
quietly {
probit y1 x1
mat b1 = e(b)
mat coleq b1 = y1
probit y2 x1 x2
mat b2 = e(b)
mat coleq b2 = y2
probit y3 x1 x2 x3
mat b3 = e(b)
mat coleq b3 = y3
mat b0 = b1, b2, b3
}
mdraws, dr(250) neq(3) prefix(z) random seed(123456789) antithetics replace
global dr = r(n_draws)
ml model lf myll (y1: y1=x1) (y2: y2=x1 x2) (y3: y3 = x1 x2 x3)/c21 /c31 /c32, title("MV Probit by MSL, $dr pseudorandom draws")
ml init b0
ml maximize
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