Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Leny Mathew <lenymathewc@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: using ML for hurdle model, invalid syntax error |

Date |
Sat, 23 Oct 2010 16:56:05 -0400 |

As a matter of fact, I used your log gamma program to get the gamma likelihood correct, but using the nblogit as a whole never crossed my mind. That will make this exercise much easier. Thanks!! On Sat, Oct 23, 2010 at 11:04 AM, <jhilbe@aol.com> wrote: > I may be missing something since I just saw your last correspondence > regarding hurdle models, > but why don't you use the same logic of using ML for creating hurdle models > as I did when writing > poisson-logit, poisson-probit, poisson-clog, NB-logit, NB-probit, and > NB-clog hurdle models that were > posted to the SSC site a several years ago. If you wish to rewrite the > models, or to create others, it is > easy to adapt the commands already done, or amend them, for your purposes. > > Joseph Hilbe > > > > > Date: Fri, 22 Oct 2010 08:45:26 +0100 (BST) > From: Maarten buis <maartenbuis@yahoo.co.uk> > Subject: Re: st: using ML for hurdle model, invalid syntax error > > - --- On Thu, 21/10/10, Leny Mathew wrote: >> >> I'm trying to use the ml function to estimate a hurdle >> model. <snip> >> The code is below: >> >> ml model lf hurdle_gam (cnew= time tsq) (time tsq) if T >> <=3 & final==0, robust cluster(ID) >> ml check > > <snip> >> >> args lnf beta1 beta2 lnphi > > <snip> >> >> gen double `phi' = exp(`lnphi') >> = >> gen double __00000B = exp() >> invalid syntax > > - -ml- calls your evaluator (-hurdle_cam-) with first the name > of the variable in which to store the log-likelihood, than the > linear predictor of your first equation (-(cnew= time tsq)-), > than the linear predictor of the second equation (-(time tsq)-), > and since you did not specify a third equation in your -ml model- > statement, there will be no third equation. So, even though you > specified a third equation called lnphi in the -args- command, > that local macro will be empty, so -exp(`lnphi')- will be > evaluated as -exp()-, which gives your error. To solve this you > need to specify the third equation in your -ml model statement. > If you only want it to be a constant you can do that as follows: > > ml model lf hurdle_gam (cnew= time tsq) (time tsq) /lnphi /// > if T <=3 & final==0, robust cluster(ID) > > Hope this helps, > Maarten > > - -------------------------- > Maarten L. Buis > Institut fuer Soziologie > Universitaet Tuebingen > Wilhelmstrasse 36 > 72074 Tuebingen > Germany > > http://www.maartenbuis.nl > - -------------------------- > > > > > * > > > > * > * 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/

**References**:**RE: st: using ML for hurdle model, invalid syntax error***From:*jhilbe@aol.com

- Prev by Date:
**Re: st: A test for variation in regression coefficients** - Next by Date:
**st: How to expand the data using set-variables** - Previous by thread:
**RE: st: using ML for hurdle model, invalid syntax error** - Next by thread:
**st: Ignore gap in time series data** - Index(es):