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st: ML estimation, no feasible values-Gauri, 6th July


From   "Gauri Khanna" <gwkhanna@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: ML estimation, no feasible values-Gauri, 6th July
Date   Thu, 06 Jul 2006 20:18:45 +0000

Dear Statalist,

I am trying to run an ml maximisation to calculate loglikehood values for my model which has only one equation. It is a loglinear equation. unfortunately I run into problems as no feasible values are found, error message r(491). I even tried the ml search, repeat(10) and also with ml maximize,difficult and also with ml maximize, ltol(1e-4) but I got the same error message r(491) that I have pasted below. I only want to obtain the loglikelihood value estimated, nothing else!

MY COMMANDS:

capture program drop mylog
program mylog
version 8
args lnf theta1
quietly replace `lnf' = ln(norm(`theta1')) if $ML_y1==1
quietly replace `lnf' = ln(norm(-`theta1')) if $ML_y1==0
end

ml model lf mylog (outputpsp=corareapsp labourpsp manurepsp fertiliserpsp
tracpsp oxpsp irripsp)
ml check
ml search
ml maximize


OUTPUT GENERATED IN STATA

. capture program drop mylog

. program mylog
1. version 8
2. args lnf theta1
3. quietly replace `lnf' = ln(norm(`theta1')) if $ML_y1==1
4. quietly replace `lnf' = ln(norm(-`theta1')) if $ML_y1==0
5. end

.
. ml model lf mylog (outputpsp=corareapsp labourpsp manurepsp fertiliserpsp
tracpsp oxpsp

 irripsp)
. ml check

Test 1:  Calling mylog to check if it computes log likelihood and
        does not alter coefficient vector...
        Passed.

Test 2:  Calling mylog again to check if the same log likelihood value
        is returned...
        Passed.

------------------------------------------------------------------------------
The initial values are not feasible.  This may be because the initial values
have been chosen poorly or because there is an error in mylog and it
always returns missing no matter what the parameter values.

Stata is going to use ml search to find a feasible set of initial values.
If mylog is broken, this will not work and you will have to press Break
to make ml search stop.

Searching...
initial:       log likelihood =     -<inf>  (could not be evaluated)
searching for feasible values
...........................................................

......................................................................

.......................................................................................

.......................................................................................
...........................................................................
could not find feasible values
r(491);


Please HELP, what can I do with my model "mylog" to make it find feasible values?

Thanking you in advance.

Gauri

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