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It's possible that you are encountering a bug that we have fixed in our development version since we last put a release on ssc. Could you please enter the command:
I entered the "set trace on" command and again the previous cod. The output contain many things that not familiar for me;
like this
...
local cmdname `s(cmd)'
= local cmdname runmlwin
- local fullcmdname `s(cmdname)'
= local fullcmdname runmlwin
- local props : properties `cmdname'
= local props : properties runmlwin
- local ismi : list posof "mi" in props
- if (!`ismi' & "`cmdok'"=="") {
= if (!0 & ""=="") {
- di as err "{bf:mi estimate}: command not supported"
mi estimate: command not supported
- di as err "{p 4 4 2}{bf:`fullcmdname'} is not officially "
= di as err "{p 4 4 2}{bf:runmlwin} is not officially " ....
Looking back at your original syntax the reason for the error mi estimate: command not supported appears to be that you have a small typo in your -mi- command. Where you have written cmdoc it should be cmdok.
Could you try the command without the -mi- suffix after running
It looks as if you have an extra quotation mark in your MLwiN_path global. To correctly set this for the version that you are using the command should be:
As you are getting the same error there I'm not really sure what is going on. The message in question comes from Stata's -syntax- command (http://www.stata.com/help.cgi?syntax), which we simply call and suggests that Stata is unable to find a numeric variable called cons in your data. Can you post the output of: