log using log.smcl, replace

*insheet using low1.txt, clear

input pairid	low	age	lwt	smoke	lwt1	smoke1
1	0	14	135	0	0	0
1	1	14	101	1	-34	1
2	0	15	98	0	-3	-1
2	1	15	115	0	17	0
3	0	16	95	0	-20	0
3	1	16	130	0	35	0
4	0	17	103	0	-27	0
4	1	17	130	1	27	1
5	0	17	122	1	-8	0
5	1	17	110	1	-12	0
6	0	17	113	0	3	-1
6	1	17	120	1	7	1
7	0	17	113	0	-7	-1
7	1	17	120	0	7	0
8	0	17	119	0	-1	0
8	1	17	142	0	23	0
9	0	18	100	1	-42	1
9	1	18	148	0	48	-1
10	0	18	90	1	-58	1
10	1	18	110	1	20	0
end

* Note: .. difference over the pair
*       lwt1 = lwt - lwt(-1)  
*       smoke1 = smoke - smoke1(-1) 


clogit low lwt smoke, group(pairid) 

capture program drop logit_low

program define logit_low
args lnf theta
quietly replace `lnf' =ln(exp(`theta')/(1+exp(`theta'))) if $ML_y1==1
quietly replace `lnf' =ln(1-exp(`theta')/(1+exp(`theta'))) if $ML_y1==0
end

ml model lf logit_low (low=lwt1 smoke1, noconst) if(low==1)
ml maximize

log close


/*
. do "C:\Documents and Settings\jlee\My Documents\EC671\logit_low1.do" 

. log using log.smcl, replace
----------------------------------------------------------------------------------------------------------------
       log:  C:\Documents and Settings\jlee\My Documents\EC671\log.smcl
  log type:  smcl
 opened on:   2 Nov 2004, 20:42:19

. 
. *insheet using low1.txt, clear
. 
. input pairid    low     age     lwt     smoke   lwt1    smoke1

        pairid        low        age        lwt      smoke       lwt1     smoke1
  1. 1       0       14      135     0       0       0
  2. 1       1       14      101     1       -34     1
  3. 2       0       15      98      0       -3      -1
  4. 2       1       15      115     0       17      0
  5. 3       0       16      95      0       -20     0
  6. 3       1       16      130     0       35      0
  7. 4       0       17      103     0       -27     0
  8. 4       1       17      130     1       27      1
  9. 5       0       17      122     1       -8      0
 10. 5       1       17      110     1       -12     0
 11. 6       0       17      113     0       3       -1
 12. 6       1       17      120     1       7       1
 13. 7       0       17      113     0       -7      -1
 14. 7       1       17      120     0       7       0
 15. 8       0       17      119     0       -1      0
 16. 8       1       17      142     0       23      0
 17. 9       0       18      100     1       -42     1
 18. 9       1       18      148     0       48      -1
 19. 10      0       18      90      1       -58     1
 20. 10      1       18      110     1       20      0
 21. end

. 
. clogit low lwt smoke, group(pairid) 

Iteration 0:   log likelihood = -5.5848612
Iteration 1:   log likelihood =   -3.81974
Iteration 2:   log likelihood = -3.2175017
Iteration 3:   log likelihood = -3.0231861
Iteration 4:   log likelihood = -3.0013145
Iteration 5:   log likelihood = -3.0009781
Iteration 6:   log likelihood = -3.0009781

Conditional (fixed-effects) logistic regression   Number of obs   =         20
                                                  LR chi2(2)      =       7.86
                                                  Prob > chi2     =     0.0196
Log likelihood = -3.0009781                       Pseudo R2       =     0.5671

------------------------------------------------------------------------------
         low |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         lwt |   .1353792   .0867998     1.56   0.119    -.0347453    .3055037
       smoke |   5.554516   3.876406     1.43   0.152      -2.0431    13.15213
------------------------------------------------------------------------------

. 
. capture program drop logit_low

. 
. program define logit_low
  1. args lnf theta
  2. quietly replace `lnf' =ln(exp(`theta')/(1+exp(`theta'))) if $ML_y1==1
  3. quietly replace `lnf' =ln(1-exp(`theta')/(1+exp(`theta'))) if $ML_y1==0
  4. end

. 
. ml model lf logit_low (low=lwt1 smoke1, noconst) if(low==1)

. ml maximize

initial:       log likelihood = -6.9314718
alternative:   log likelihood = -5.7989752
rescale:       log likelihood = -3.3059006
Iteration 0:   log likelihood = -3.3059006  
Iteration 1:   log likelihood = -3.0093169  
Iteration 2:   log likelihood = -3.0010183  
Iteration 3:   log likelihood = -3.0009784  
Iteration 4:   log likelihood = -3.0009781  

                                                  Number of obs   =         10
                                                  Wald chi2(2)    =       1.70
Log likelihood = -3.0009781                       Prob > chi2     =     0.4265

------------------------------------------------------------------------------
         low |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
        lwt1 |   .1353509   .1040067     1.30   0.193    -.0684984    .3392002
      smoke1 |   5.553234   4.684984     1.19   0.236    -3.629165    14.73563
------------------------------------------------------------------------------

. 
. log close
       log:  C:\Documents and Settings\jlee\My Documents\EC671\log.smcl
  log type:  smcl
 closed on:   2 Nov 2004, 20:42:20
--------------------------------------------------------------------------------------------------------------

*/