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From |
Urmi Bhattacharya <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Right Censored ordered probit with Stata 11 |

Date |
Sat, 24 Sep 2011 09:58:46 +0530 |

Hi Austin, Thanks for your example. But when i run the program and repeat the same example you provide I get an error message saying "invalid syntax r(198); " I am using Stata version 11.2 on a mac. Is there something I am doing wrong here? I am providing the whole code i typed, which is essentially running Owen Haaga's code, followed by the example you provided: *Start cprbt.ado --- capture program drop coprbt program define coprbt , eclass byable(recall) version 8.0 *Replay support. if replay() { if "`e(cmd)'" != "coprbt" { error 301 } syntax [, level(passthru)] } *Main program else { syntax varlist [if] [in] , censored(varname) [level(passthru) *] marksample touse preserve qui keep if `touse' gettoken depvar indepvars : varlist *Rescale the independent variable into categories one through maxvalue tempvar newdepvar egen `newdepvar'=group(`depvar') qui sum `newdepvar' local maxvalue =r(max) *Check to make sure there are uncensored obs for each value forvalues i=1(1)`maxvalue' { tempvar ucsample sumucs qui gen `ucsample'=0 qui replace `ucsample'=(`censored'!=1) if (`newdepvar'==`i') qui gen `sumucs'=sum(`ucsample') local errorcount =0 capture assert `sumucs'[_N]>0&`sumucs'[_N]<. if _rc==9 { di as error "WARNING: value number `i' has no uncensored obs" } drop `sumucs' drop `ucsample' } *Store in local k the number of cutpoints that will be necessary local k =`maxvalue'-1 *Pass the name of the censoring variable to the evaluator (as a global macro) global OGLFXH "`censored'" /*Passes the name of the censoring variable*/ *Estimate a regular ordered probit to get initial value estimates qui oprobit `newdepvar' `indepvars' *Take the coefficients and cutpoints from the ordered probit and store them. tempname starting matrix `starting'=e(b) tempname cutvector matrix `cutvector'=`starting'[1,"_cut1".."_cut`k'"] *Put together local macros with the starting values forvalues i=1(1)`k' { local cut`i'=`cutvector'[1,`i'] local initlist "`initlist' /_cut`i'=`cut`i''" local cutlist "`cutlist' /_cut`i'" } foreach var of local indepvars { local `var'_b =`starting'[1,colnumb(`starting',"`var'")] } foreach var of local indepvars { local initlist "`initlist' `var'=``var'_b'" } *And finally, estimate the model. ml model lf coprbt_ll (`newdepvar'=`indepvars' , nocons ) `cutlist' /// if `touse' , maximize title("Homemade Censored Ordered Probit") /// init(`initlist') `options' ereturn local cmd "coprbt" } ml display , `level' end *END coprbt.ado *START coprbt_ll.ado *! v. 1.0 for use with coprbt.ado -Owen Haaga 22 August 2003 capture program drop coprbt_ll program define coprbt_ll local i=0 while "``i''"!="" { local ++i } local --i /*i should contain the number of arguments*/ local maxvalue=`i'-1 /*2 other arguments plus k cutpoints is i, i-1=k+1=maxvalue*/ local k=`maxvalue'-1 /*k is the total number of cutpoints*/ forvalues i=1(1)`k' { local cuts "`cuts' cut`i'" } args lnf theta `cuts' tempname cutvector matrix `cutvector' =J(1,`k',0) forvalues i=1(1)`k' { local cutvalue=`cut`i''[1] /*WEAK. What if the first obs is not in the sample?*/ matrix `cutvector'[1,`i']=`cutvalue' } local censored "$OGLFXH" /*Any other way to pass this?*/ di "$OGLFXH is in OGLFXH" tempvar y1 ymax yother qui gen `y1'=($ML_y1==1) qui gen `ymax'=($ML_y1==`maxvalue') qui gen `yother'=($ML_y1!=1)&($ML_y1!=`maxvalue') qui replace `lnf'=ln(norm(`cutvector'[1,$ML_y1]-`theta')) if `y1'==1&`censored'==0 qui replace `lnf'=ln(norm(`cutvector'[1,$ML_y1]-`theta')-norm(`cutvector'[1,$ML_y1-1]-`theta')) if `yother'==1&`censored'==0 qui replace `lnf'=ln(1-norm(`cutvector'[1,$ML_y1-1]-`theta')) if `ymax'==1&`censored'==0 qui replace `lnf'=ln(1) if `y1'==1&`censored'==1 qui replace `lnf'=ln(1-norm(`cutvector'[1,$ML_y1-1]-`theta')) if `yother'==1&`censored'==1 qui replace `lnf'=ln(1-norm(`cutvector'[1,$ML_y1-1]-`theta')) if `ymax'==1&`censored'==1 qui replace `lnf'=ln(norm(`cutvector'[1,$ML_y1]-`theta')) if `y1'==1&`censored'==-1 qui replace `lnf'=ln(norm(`cutvector'[1,$ML_y1]-`theta')) if `yother'==1&`censored'==-1 qui replace `lnf'=ln(1) if `ymax'==1&`censored'==-1 end *END coprbt_ll.ado drawnorm x1 x2 x3 e,n(10000) clear (obs 10000) g xb=(x1+x2+x3)/2 g y=(xb+e<-2) +2*inrange(xb+e,-2,0)+3*(xb+e>0) tabulate y y Freq. Percent Cum. 1 674 6.74 6.74 2 4,380 43.80 50.54 3 4,946 49.46 100.00 Total 10,000 100.00 g c=uniform()>.9 replace y=1 if c==1 (947 real changes made) coprbt y x1 x2 x3, censored(c) invalid syntax r(198); Any help would be greatly appreciated. Many Thanks Urmi On Fri, Sep 23, 2011 at 6:57 PM, Austin Nichols <[email protected]> wrote: > Urmi Bhattacharya <[email protected]> : > Owen's program runs fine for me, and is far superior to -oprobit- in > this simple example: > > drawnorm x1 x2 x3 e, n(10000) clear > g xb=(x1+x2+x3)/2 > g y=(xb+e<-2)+2*inrange(xb+e,-2,0)+3*(xb+e>0) > g c=uniform()>.9 > replace y=1 if c==1 > oprobit y x1 x2 x3 > coprbt y x1 x2 x3, censored(c) > > > On Fri, Sep 23, 2011 at 9:11 AM, Urmi Bhattacharya <[email protected]> wrote: >> Hi Austin, >> >> Thanks for the putting the original code. >> >> This was the code I referred to ( though I should have put this up >> myself). It seems to me that the global macros like $ML_Y1, theta1,etc >> are not defined here which led me to think a part of the code is >> missing maybe. Or could be that I am going horribly wrong somewhere. >> >> Thanks >> >> Urmi >> On Fri, Sep 23, 2011 at 6:17 PM, Austin Nichols <[email protected]> wrote: >>> Nick-- >>> Looks like the original code is here: >>> http://www.stata.com/statalist/archive/2003-07/msg00917.html >>> but I have never tried to estimate a censored ordered probit, and I >>> strongly suspect convergence will be difficult to be confident of. >>> It looks like Owen just adapted that original code into an ado for his >>> own use, and I don't see any further development, >>> but I am guessing Maarten Buis will have some input on this >>> problem--wasn't his dissertation research related to this problem? >>> (see what I did there? we call that passing the buck in this country) >>> >>> On Fri, Sep 23, 2011 at 8:23 AM, Nick Cox <[email protected]> wrote: >>>> I don't know what "the code provided by Edoardo" is. >>>> >>>> All I can see is the code in the Statalist posting your referred to in >>>> your first post. I see no obvious problems in the use of global macros >>>> there. >>>> >>>> Someone else may be able to help (much) more, but you'd increase your >>>> chance of better help by giving precise details of what you mean. >>>> >>>> Nick >>>> >>>> On Fri, Sep 23, 2011 at 11:03 AM, Urmi Bhattacharya <[email protected]> wrote: >>>>> Thanks Nick. >>>>> I have been trying to use the code provided by Edoardo, but it seems >>>>> the global macros are undefined, suggesting a bit of the log file has >>>>> not been pasted. As for Owen Haaga's code, I can't figure out how to >>>>> frame the command after running the ado files defining the program. >>>>> I am hoping someone on the list has run into a similar problem and >>>>> would be able to provide me with suggestions on how to work it. >>>>> Thanks >>>>> >>>>> Urmi >>>>> On Fri, Sep 23, 2011 at 12:47 PM, Nick Cox <[email protected]> wrote: >>>>>> >>>>>> That posting included code, which you can copy. I have no idea how good it is. >>>>>> >>>>>> Owen Haaga hasn't been back to Statalist since, but the person with >>>>>> the same name who works at the Urban Institute may be the same person. >>>>>> Odds are that Austin Nichols will know. >>>>>> >>>>>> Nick >>>>>> >>>>>> On Fri, Sep 23, 2011 at 8:02 AM, Urmi Bhattacharya <[email protected]> wrote: >>>>>> >>>>>> > I am interested in running a right censored ordered probit for grade >>>>>> > attainment. I saw in the statalist archive that Owen Haaga had written >>>>>> > a generalized ado file for doing the same for version 8. >>>>>> > http://www.stata.com/statalist/archive/2003-08/msg00426.html >>>>>> > >>>>>> > >>>>>> > I was wondering how could I access the ado file and run it ? >>>>>> > >>>>>> > Does someone know how if there is a different program for doing the same? >>> > > * > * 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/ > * * 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: Right Censored ordered probit with Stata 11***From:*Nick Cox <[email protected]>

**References**:**st: Right Censored ordered probit with Stata 11***From:*Urmi Bhattacharya <[email protected]>

**Re: st: Right Censored ordered probit with Stata 11***From:*Nick Cox <[email protected]>

**Re: st: Right Censored ordered probit with Stata 11***From:*Urmi Bhattacharya <[email protected]>

**Re: st: Right Censored ordered probit with Stata 11***From:*Nick Cox <[email protected]>

**Re: st: Right Censored ordered probit with Stata 11***From:*Austin Nichols <[email protected]>

**Re: st: Right Censored ordered probit with Stata 11***From:*Urmi Bhattacharya <[email protected]>

**Re: st: Right Censored ordered probit with Stata 11***From:*Austin Nichols <[email protected]>

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