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From: Ian Wakeling on 9 Nov 2006 07:44
The message is telling you that the variable PHI is not defined
when the Probit function is called.

Ian.


----- Original Message -----
From: "Ricardo G Silva" <ricardosilva(a)SERASA.COM.BR>
To: <SAS-L(a)LISTSERV.UGA.EDU>
Sent: Thursday, November 09, 2006 1:22 PM
Subject: IML Error - Please Help


> In running the code below I got the folowing error:
>
> ERROR: (execution) Matrix has not been set to a value.
>
> The code is:
>
> PROC IML;
> /*DEFINING A BINOMIAL INTEGRAND*/
> START FUN(rho) ;
> N =3D1000 ; =20
> /*(CASES) */
> DEFAULTS =3D10 ; /*(DEFAULTS) */
> PD =3D0.01 ; /*(TAX OF=20
> DEFAULT)*/
> RHO0=3D0.01; /*INIT*/
> BETA =3DPROBIT(PD) ;
> PRINT BETA;
> X =3DPROBIT(PHI) ;
> PRINT X;
> S=3D (BETA-SQRT(RHO)*X)/SQRT(1-RHO);
> PRINT S;
> PP=3D PROBNORM(S);
> PRINT PP;
> LL=3DPROBBNML(PP,N,DEFAULTS);
> RETURN (LL);
> PRINT LL;
> FINISH;
> /*CALL QUAD*/
> A =3D {0 1 };
> CALL QUAD(Z, "FUN", A) ;
> PRINT Z;
> DO I=3D1 TO 50;
> RHO=3DI/100;
> LIMITE=3D {0 500};
> CALL QUAD(LIKE,"FUN",LIMITE);
> LOGLIKE[I] =3D LOG(LIKE);=20
> END;
> store;
>
> QUIT;
>
> Thanks
> =5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=
> =5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F=5F
> Ricardo Gon=E7alves Silva, M. Sc.
> Apoio aos Processos de Modelagem Matem=E1tica
> Econometria & Inadimpl=EAncia
> Serasa S.A.
> (11) - 6847-8889
> ricardosilva(a)serasa.com.br
>
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