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


From   "Gauri Khanna" <gwkhanna@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ML estimation, no feasible values-Gauri, 6th July
Date   Fri, 07 Jul 2006 07:16:30 +0000

Dear Rodrigo,

Thank you for your reply.

I am not estimating a Probit model. My dependant variable is continuos. I had used my equation to run an ordinarly OLS using the regress command such as below.

regress outputpsp corareapsp labourpsp manurepsp fertiliserpsp tracpsp oxpsp irripsp


Now I would like to estimate the loglikelihood value for this same model above using the ML method.

I refered to the term loglinear because all my variables are in log form and are linear.

Any ideas?

Thanks,

Gauri





From: "Rodrigo A. Alfaro" <ralfaro76@hotmail.com>
Reply-To: statalist@hsphsun2.harvard.edu
To: <statalist@hsphsun2.harvard.edu>
Subject: Re: st: ML estimation, no feasible values-Gauri, 6th July
Date: Thu, 6 Jul 2006 17:52:00 -0400

Dear Gauri,

Your program (mylog) solves a probit model. Is this what
you want? I don't understand what loglinear means for you.
If the answer is yes, I assume that your dependent variable
is 0 or 1 and I suggest to use probit instead.

Otherwise, check -glm- command take a loof of options
family() and link() maybe gaussian and log is what you need
Or provide the model that you want to estimate.

Rodrigo.


----- Original Message -----
From: "Deepankar Basu" <basu.15@osu.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, July 06, 2006 4:37 PM
Subject: Re: st: ML estimation, no feasible values-Gauri, 6th July


I think the only think that is missing is another empty bracket for
-theta1- in your -ml model- command. Try the following:

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

Nothing else needs to be changed.
HTH,
Deepankar

On Thu, 2006-07-06 at 20:18 +0000, Gauri Khanna wrote:
> 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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