1
我想學習Stata中的ml
編程。作爲其中的一部分,我正在運行一個程序myprobit
(該代碼採用最大似然估計與Gould,Pitblado和Sribney的Stata進行比較)。Stata中的最大似然編程
capture program drop myprobit
program define myprobit
args todo b lnf g negH g1
tempvar xb lj
mleval `xb'=`b'
quietly{
gen double `lj'=normal(`xb') if $ML_y1==1
replace `lj'=normal(-`xb') if $ML_y1==0
mlsum `lnf'=ln(`lj')
if (`todo'==0|`lnf'>= .) exit
replace `g1'= normalden(`xb')/`lj' if $ML_y1==1
replace `g1'=-normalden(`xb')/`lj' if $ML_y1==0
mlvecsum `lnf' `g'=`g1', eq(1)
if (`todo'==1|`lnf'==>.)exit
mlmatsum `lnf' `negH'=`g1'*(`g1'+`xb'),eq(1,1)
}
end
sysuse cancer, clear
gen drug2=drug==2
gen drug3=drug==3
ml model d1 myprobit (died=drug2 drug3 age)
ml check
ml maximize
但是,我得到了一個錯誤varlist required
: 這裏是它的執行一絲:
------------------------------------------------------------------------------
-> myprobit 1 __000000 __000001 __000002 __000003
- `begin'
= capture noisily version 11: myprobit 1 __000000 __000001 __000002 __000003
---------------------------------------------------------------------------------------------------------------------------------- begin myprobit ---
- args todo b lnf g negH g1
- tempvar xb lj
- mleval `xb'=`b'
= mleval __000005=__000000
- quietly{
- gen double `lj'=normal(`xb') if $ML_y1==1
= gen double __000006=normal(__000005) if died==1
- replace `lj'=normal(-`xb') if $ML_y1==0
= replace __000006=normal(-__000005) if died==0
- mlsum `lnf'=ln(`lj')
= mlsum __000001=ln(__000006)
- if (`todo'==0|`lnf'>= .) exit
= if (1==0|__000001>= .) exit
- replace `g1'= normalden(`xb')/`lj' if $ML_y1==1
= replace = normalden(__000005)/__000006 if died==1
varlist required
replace `g1'=-normalden(`xb')/`lj' if $ML_y1==0
mlvecsum `lnf' `g'=`g1', eq(1)
if (`todo'==1|`lnf'==>.)exit
mlmatsum `lnf' `negH'=`g1'*(`g1'+`xb'),eq(1,1)
}
------------------------------------------------------------------------------------------------------------------------------------ end myprobit ---
- `end'
= set trace off
------------------------------------------------------------------------------
Fix myprobit.
r(100);
end of do-file
注:該程序沒有錯誤,如果可能性評估改爲do
運行。 在這方面的任何建議將不勝感激。
感謝您的回答。至於'g1',這本書說它是'ml'程序生成的'double'變量,所以我們只需用代碼中提供的分析梯度替換'ml'程序計算出的數值梯度。是的,運算符==>應該被替換爲> =。 – Metrics