作者joylindudu (我要出頭天！)
看板Statistics
標題[問題] stata code問題
時間Wed Apr 16 22:46:05 2008
clear
program drop _all
ml clear
set memory 64m
*set matsize 400
use "D:\stata\try1\2.dta", clear
global y
global x1
global x2
program define capm
version 9.2
args todo b lnf
tempvar alpha1 alpha2 beta1 beta2 sig
mleval `alpha1' = `b', eq(1) scalar
mleval `alpha2' = `b', eq(2) scalar
mleval `beta1' = `b', eq(3) scalar
mleval `beta2' = `b', eq(4) scalar
mleval `sig' = `b', eq(5) scalar
mlsum `lnf' =-0.5*ln(_pi*2)-0.5*((($y-`alpha1'*(1-`beta1')
-`alpha2'*`beta2'-`beta1'*$x1-`beta2'*$x2)^2)/(`sig'^2))-0.5*ln(`sig'^2)
end
ml model d0 capm /a1 /a2 /b1 /b2 /sig
ml max, diff
-----------------------------------------------------------------------------
以上是我的stata code
但不知道為什麼總是跑出
__00000F* invalid name
r(198);
end of do-file
r(198);
請問各位達人 我是哪裡有問題嗎?
我實在找不出錯
麻煩幫我看看
謝謝~ 感激不盡
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