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st: MLE


From   watt@fas.harvard.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: MLE
Date   Tue, 7 Jun 2005 12:38:59 -0400

Hi, everyone,

I'm wondering if anyone would be able to describe what the process is when Stata
runs the ml maximize command. I am running Stata 8.2

In particular, in my MLE model, I have included a command to display the
contents of a temporary variable.

If Stata loops through my program one datapoint at a time, I would expect to
seee the contents of this temporary variable for every datapoint in my sample.

However, Stata doesn't seem to do this. In the "zero" iteration, it displays my
variable 13 times. In the first iteration, it displays my variable 16 times. In
the second iteration, 9 times.

What is Stata doing to run this program? Thanks in advance.

Stanley

Here is my simple MLE program.

capture program drop mylogit3

program mylogit3
	version 8.2
	args todo b lnf
	tempvar theta1 a c
	mleval `theta1' = `b', eq(1)
	quietly gen double `a' = exp(`theta1')/(1+exp(`theta1'))
	quietly gen double `c' =  1/(1+exp(`theta1'))
	di "a = " `a'
	mlsum `lnf' = ln(`a'^($ML_y1) * `c'^(1-$ML_y1))
end

sort us_id
ml model d0 mylogit3 (indicator = w_rdsalperc)
ml check
ml search
ml maximize

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