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From | yoel ben or <yoelbenor@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Quai Maximum likelihood and multipul imputation |
Date | Mon, 21 Jan 2013 20:16:05 +0200 |
Dear Stata users, I use Stata 11. The Data which i am working on has multiple imputation Data. I wrote a program using -Ml model- which maximize a quasi-maximum equation. I am having two problems: 1. I added a -display- option to see some of the calculations , and when you run the program it seems like the program is using only the first observation in the data while maximizing the equation. when displaying the calculation (p1, p2, p3) is always equal to (0, 0, 0) - the first observation in the data. you can see the program i wrote bellow. 2. Because the data is imputed I tried to use the -mi estimate, cmdok: -, but I keep getting an error. If I put the -mi estimate, cmdok:- before -ml maximize- I get the error: "you must issue -ml model- first an error occurred when mi estimate executed ml on m=2" If I put -mi estimate, cmdok:- before -ml model- I get the error: "macro e(cmd) is not set matrix e(b) is not set matrix e(V) is not set" I will be more then grateful if you can explain to me what am I doing wrong? Best, Yoel Ben-Or The Program: program yoel args lnf theta1 sigma tempvar g1 g2 g3 local p1 $ML_y1 local p2 $ML_y2 local p3 $ML_y3 scalar bb=ln(50000+(50000^2+1)^0.5) scalar cc=ln(150000+(150000^2+1)^0.5) generate double `g1'=normal((bb-`theta1')/`sigma')-normal((0-`theta1')/`sigma') generate double `g2'=normal((cc-`theta1')/`sigma')-normal((bb-`theta1')/`sigma') generate double `g3'=1-normal((cc-`theta1')/`sigma') display as result `sigma',`theta1', "(",`g1', `g2' ,`g3',")", "(",`p1',`p2', `p3',")" quietly replace `lnf'=`p1'*ln(`g1')+(1-`p1')*ln(1-`g1')+`p2'*ln(`g2')+(1-`p2')*ln(1-`g2')+`p3'*ln(`g3')+(1-`p3')*ln(1-`g3') end ml model lf yoel (p1 p2 p3 = $xlist) /sigma ml search ml maximize * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/