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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