ereg_lf.ado

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

*! version 6.0.3  17oct2002  (also see ereg.ado) 
program define ereg_lf 
	version 6.0, missing
	local b "`2'"
	local f "`3'"
	local g "`4'"
	local D "`5'"

	tempvar I lnf

	quietly {
		mat score double `I' = `b' if $EREGw
		if `"$EREGoff"' != "" {
			replace `I' = `I' + $EREGoff
		}
		gen double `lnf' = $EREGw*($EREGd*`I'-exp(`I')*$EREGt)
		capture assert `lnf'<. if $EREGw
		if _rc {
			scalar `f' = . 
			exit
		}
		summ `lnf', meanonly
		scalar `f' = r(sum) + $EREGa
	}
/*
	mleval `I' = `b'
	mlsum `f' = $ML_w*($EREGd*`I'-exp(`I')*$EREGt)
*/
	if `1'==0 { exit } 

	mlvecsum `f' `g' = $EREGw*($EREGd-exp(`I')*$EREGt)

	mlmatsum `f' `D' = $EREGw*exp(`I')*$EREGt
end
exit

globals used:

	macro EREGd	name of 0/1 dead variable
	macro EREGt	name of time variable
	macro EREGw	weight variable; 0 if obs. not used
			fweight:  0 or integer
			aweight:  0 or pos. real, sums to _N
			iweight:  0, or real,

	macro EREGa	(#) adjustment to log likelihood function

Note that weights on handled "on the side", outside of the knowledge of 
-ml-.  This is only because this program was translated from a version 5
routine.