difficult to find the problem in MLE coding

[Raghavendra kushawaha]

Hello everyone, this is the code i am writing to estimate MLE estimates. while writing this program i am trying to check this program by ML check command and getting "prob1l^ invalid name". it is showing that invalid name in the program. this i am unable to understand. please help me on this problem.


Test 1: Calling HL_cpt0 to check if it computes log likelihood and
does not alter coefficient vector...
FAILED; HL_cpt0 returned error 198.

Here is a trace of its execution:
------------------------------------------------------------------------------
-> HL_cpt0 __000008 __000009
- `begin'
= capture noisily version 12: HL_cpt0 __000008 __000009
----------------------------------------------------------------------------------------------------------------------------------------- begin HL_cpt0 ---
- args lnf alpha gamma
- tempvar choices prob1l prob2l prob1r prob2r y1 y2 y3 y4 euL euR euDiff tmp
- quietly {
- generate double `tmp' = (($ML_y2^`gamma')+((1-$ML_y2)^`gamma'))
= generate double __00000M = ((prob1l^)+((1-prob1l)^))
prob1l^ invalid name
replace `tmp' = `tmp'^(1/`gamma')
generate double `prob1l' = ($ML_y2^`gamma')/`tmp'
generate double `prob2l' = ((1-$ML_y2)^(`gamma'))/`tmp'
replace `tmp' = (($ML_y3^`gamma')+((1-$ML_y3)^`gamma'))
replace `tmp' = `tmp'^(1/`gamma')
generate double `prob1r' = ($ML_y3^`gamma')/`tmp'
generate double `prob2r' = ((1-$ML_y3)^(`gamma'))/`tmp'
generate double `y1' = ($ML_y4)^(`alpha') if $ML_y4>=0
generate double `y2' = ($ML_y5)^(`alpha') if $ML_y5>=0
generate double `y3' = ($ML_y6)^(`alpha') if $ML_y6>=0
generate double `y4' = ($ML_y7)^(`alpha') if $ML_y7>=0
gen double `euL'=(`prob1l'*`y1')+(`prob2l'*`y2')
gen double `euR'=(`prob1r'*`y3')+((1-`prob2r')*`y4')
generate double `euDiff' = `euR' - `euL'
replace `lnf' = ln(normal( `euDiff')) if $ML_y1==1
replace `lnf' = ln(normal(-`euDiff')) if $ML_y1==0
}
------------------------------------------------------------------------------------------------------------------------------------------- end HL_cpt0 ---
- `end'
= set trace off
------------------------------------------------------------------------------
Fix HL_cpt0.
r(198);

[Jared Greathouse]

prob1l^ is an illegal variable name.

[Hemanshu Kumar]

The problem seems to be that the local macro gamma contains nothing, so that the line

generate double `tmp' = (($ML_y2^`gamma')+((1-$ML_y2)^`gamma'))

is getting evaluated as

generate double __00000M = ((prob1l^)+((1-prob1l)^))

and so Stata thinks you are using prob1l^ as a variable name. That is an illegal name, hence the error.

I notice you are taking the third argument to the program as gamma, via the line

args lnf alpha gamma

So the likely cause is that you are calling the program with fewer than three arguments.

[Raghavendra kushawaha]

thank you