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From |
"Thomas Murray (Department of Economics)" <t.l.murray@bham.ac.uk> |

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

Subject |
st: ML for logit/ologit |

Date |
Tue, 15 Nov 2011 16:28:10 +0000 |

Dear Statalisters, I need to use the ML function to create a program for an ordered logit log likelihood function. Before writing the code for the ologit model I've been trying to practice with a computationally simpler logit regression. This is what I've written so far: program define logittest version 12.0 args lnf xb tempvar lng qui { gen double 'lng' = ln(invlogit( 'xb')) if $ML_y1 == 1 replace 'lng' = ln(invlogit(-'xb')) if $ML_y1 == 0 replace 'lnf' = 'lng' } end However, the model I wish to estimate is not simply y = a + bx. I want to estimate the following: y = a + b((x^(1-ρ)-1)/(1-ρ)) where ρ is a parameter to be determined. I have been trying to incorporate this into the logit code above (by replacing the xb function) along the lines of: program drop logittest program define logittest version 12.0 args lnf b1 x rho tempvar lng qui { gen double `lng' = ln(invlogit(`b1'*((`x'^(1-`rho')-1)/(1-`rho')))) if $ML_y1==1 replace `lng' = ln(invlogit(-`b1'*((`x'^(1-`rho')-1)/(1-`rho')))) if $ML_y1==0 replace `lnf' = `lng' } end ml model lf logittest ( y = x) ml max However I get the error 'unknown function ^()' - it doesn't like my attempted manipulation of x using powers. My question - is it possible to impose this particular form of x into a logit (or ordered logit) function? Am I just making a computational mistake in my programming language? Many thanks in advance of any help offered. Tom Murray, University of Birmingham * * 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**:**st: RE: ML for logit/ologit***From:*"David Radwin" <dradwin@mprinc.com>

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