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36 lines
927 B
Plaintext
36 lines
927 B
Plaintext
9 months ago
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*! v 1.1 26Oct2004
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*! Roger Harbord
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/*
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log-likelihood evaluator (method d0) for metareg v2.
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Estimates tau2 by REML.
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Variables :
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$ML_y1 holds the y-vector of study estimates,
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$ML_y2 holds the within-study variances
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$REML_x holds the covariates
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$REML_nocons is flag "" or "noconstant"
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*/
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program define metareg_ll
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version 7
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args todo b lnf
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tempvar lnfj v r
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tempname R tau2
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mleval `tau2' = `b', scalar
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quietly {
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gen double `v' = $ML_y2 +`tau2' /* v_i = sigma_i^2 + tau^2 */
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capture regress $ML_y1 $REML_x [iw=1/`v'] if $ML_samp, $REML_nocons
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if _rc == 0 {
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predict double `r' if $ML_samp, resid
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gen double `lnfj' = `r'^2/`v' +log(`v')
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mlsum `lnf' = `lnfj'
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matrix accum R = $REML_x [iw=1/`v'] if $ML_samp, $REML_nocons
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/* R = X'V^-1X is reml correction to -2logL */
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scalar `lnf' = -0.5 * ( `lnf' +log( det(R) ) )
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}
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else {
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scalar `lnf' = .
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}
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}
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end
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