I'm trying to implement Hausman et al (1998) misclassification error for binary choice model with panel data. ml check give me an error : Two different coefficient vectors resulted in equal log likelihood values r(9). I don't know how I can fix it. Do you have any suggestions? Many thanks and best regards,
Code:
program drop _all program define mrpr version 16.1 args todo b lnfj tempvar mylnf xb alpha0 alpha1 last mleval `xb'=`b', eq(1) mleval `alpha0'=`b', eq(2) scalar mleval `alpha1'=`b', eq(3) scalar scalar `alpha0'=invlogit(`alpha0')/2 scalar `alpha1'=invlogit(`alpha1')/2 local by $My_panel sort `by' by `by' : gen `last'=(_n==_N) gen double `mylnf'=0 replace `mylnf'= $ML_y1 *ln(`alpha0'+(1-`alpha0'-`alpha1')*normal(`xb')) +(1-$ML_y1 )*ln((1-`alpha0')-(1-`alpha0'-`alpha1')*normal(`xb')) if `last'==1 mlsum `lnfj'=`mylnf' *if (`todo'==0 |`lnfj'>=.) exit end global My_panel personid ml model d0 mrpr (xb: yvar= $xvar) /alpha0 /alpha1 ml check Test 1: Calling mrpr to check if it computes log likelihood and does not alter coefficient vector... Passed. Test 2: Calling mrpr again to check if the same log likelihood value is returned... Passed. Test 3: Calling mrpr to check if 1st derivatives are computed... test not relevant for type d0 evaluators. Test 4: Calling mrpr again to check if the same 1st derivatives are returned... test not relevant for type d0 evaluators. Test 5: Calling mrpr to check if 2nd derivatives are computed... test not relevant for type d0 evaluators. Test 6: Calling mrpr again to check if the same 2nd derivatives are returned... test not relevant for type d0 evaluators. ------------------------------------------------------------------------------ Searching for alternate values for the coefficient vector to verify that mrpr returns different results when fed a different coefficient vector: Searching... initial: log likelihood = -<inf> (could not be evaluated) searching for feasible values + feasible: log likelihood = -37533.662 improving initial values .+++...... improve: log likelihood = -37414.699 continuing with tests... ------------------------------------------------------------------------------ Test 7: Calling mrpr to check log likelihood at the new values... FAILED. Two different coefficient vectors resulted in equal log likelihood values of -37414.699. This does not prove there is a problem, but it suggests it. two coefficient vectors: xb: xb: xb: xb: xb: xb: /: /: did sexe mdefipc agegroup educgroup _cons alpha0 alpha1 r1 0 0 0 0 0 34.08595 33.35585 33.36533 r2 0 0 0 0 0 0 0 0 r(9);
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