Problem with 'ml init'

[Alex Stead]

Hi All,

I'm using Stata/IC 13.1.

I'm having an odd issue with setting initial values using 'ml init'. My code works just fine as it is, taking starting values from a user-written programme 'sfcross', but when I try to tweak it slightly so that starting values are taken from Stata's built-in frontier command, I'm getting an error message, and I can't figure out the reason for this. The full code is:

program cnsf2, eclass
        version 13.1 
        if !replay() {
        syntax varlist(numeric fv ts) [if] [in] [, Level(cilevel) LCLASS(integer 2) COST PRODuction]
        local s                =    -1
        if "`cost'"=="" local s        =    1
        global cost_s `s'
        global class_num `lclass'
        marksample touse
        gettoken yvar xvars : varlist
        local mlmodel_list /lnsigma_v1
        forval i            =    2/`lclass' {
        local mlmodel_list `mlmodel_list' /lnsigma_v`i'
        }
        local probs = `lclass'-1
        forval i            =    1/`probs' {
        local mlmodel_list `mlmodel_list' /logprob`i'
        }
        local diparm_list diparm(lnsigma_v1, exp label(sigma_v1) prob) 
        forval i            =    2/`lclass' {
        local diparm_list `diparm_list' diparm(lnsigma_v`i', exp label(sigma_v`i') prob)
        }
        forval i            =    1/`probs' {
        local diparm_list `diparm_list' diparm(logprob`i', invlogit label(prob`i') prob)
        }
        ml model d1 cnsf2_ll (mu:`yvar'=`xvars') /lnsigma_u `mlmodel_list', title(Stoch. frontier contaminated normal/half normal model) diparm(lnsigma_u, exp label(sigma_u) prob) `diparm_list'
        quietly{
        //net install sfcross, all from(http://www.econometrics.it/stata) replace
        //sfcross `yvar' `xvars', cost d(h)
        frontier `yvar' `xvars', cost d(h)
        scalar _b_cons=_b[_cons]
        forval i            =    1/`lclass' {
        scalar _lnsigma_v`i'        =    ln(e(sigma_v))+ln(`i'^2/`lclass')
        }
        forval i            =    1/`probs'  {
        scalar _logprob`i'        =    -ln(1/(1/2)^`i'-1)
        }
        scalar _lnsigma_u        =    ln(e(sigma_u))
        foreach x in `xvars'{
        scalar _b_`x'            =    _b[`x']
        }
        foreach x in `xvars'{
        ml init mu:`x'            =    `=_b_`x''
        }
        ml init mu:_cons        =    `=_b_cons'
        local mlinit_list /lnsigma_v1=`=_lnsigma_v1'
        forval i            =    2/`lclass' {
        local mlinit_list `mlinit_list' /lnsigma_v`i'=`=_lnsigma_v`i''
        }
        forval i            =    1/`probs' {
        local mlinit_list `mlinit_list' /logprob`i'=`=_logprob`i''
        }
        ml init /lnsigma_u=`=_lnsigma_u' `mlinit_list'
        }
        }
        ml search
        ml maximize, difficult
        tempname b V y
        matrix `b'                =    e(b)
        matrix `V'                =    e(V)
        ereturn post `b' `V', esample(`touse')
        ereturn local predict     "cnsf2_p"
        ereturn local cmd        "cnsf2"
        global ML_y1 `yvar'
end

Note that when i change

        //net install sfcross, all from(http://www.econometrics.it/stata) replace
        //sfcross `yvar' `xvars', cost d(h)
        frontier `yvar' `xvars', cost d(h)

to

        net install sfcross, all from(http://www.econometrics.it/stata) replace
        sfcross `yvar' `xvars', cost d(h)
        //frontier `yvar' `xvars', cost d(h)

everything works as intended. Here is the section of code where I find the error message, after using 'set trace on':

    - if "`subcmd'" == "init" {
    = if "init" == "init" {
    - Init `0'
    = Init  mu:lnq = .9658624953033792
      ------------------------------------------------------ begin mopt.Init ---
      - tempname b0
      - mata: Mopt_get_b0()
model not defined
      -------------------------------------------------------- end mopt.Init ---
      exit
      }
    --------------------------------------------------------------- end mopt ---
    exit
    }
  ------------------------------------------------------------------- end ml ---

Can anyone figure this out? Thanks,

Alex