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Re: st: ancillary parameters in ml display


From   jpitblado@stata.com (Jeff Pitblado, StataCorp LP)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ancillary parameters in ml display
Date   Mon, 14 Aug 2006 09:34:42 -0500

Partha Deb <partha.deb@hunter.cuny.edu> is using -e(k_aux)- to get
-ml display- to report ancillary parameters using the '/' notation:

> I have a question regarding the display of ancillary parameters in -ml
> display- .
> 
> When I specify my model (-ml model-) with ancillary parameters at the end of
> the specification, all is well:
> 
> e.g.
> 
> ml model (one: y1 = x1) (two: y2 = x2) /ancil1 /ancil2
> 
> e(k_eq) = 4
> e(k_aux) = 2
> 
> But if I specify the model with ancillary parameters between equations one
> and two:
> 
> ml model (one: y1 = x1) /ancil1 /ancil2 (two: y2 = x2)
> 
> e(k_eq) = 4
> e(k_aux) = 2
> 
> -ml display- treats one: and /ancil1 as "equations" and /ancil2 and
> two:_const as ancillary parameters.  The coefficient on x2 is not displayed.
> 
> Is it possible to specify ancillary parameters between equations?  It's 
> desirable for my application because in the default specification the 
> "equation" labeled "two" is also an ancillary parameter, and "two" is best 
> reported at the end.

When you set -e(k_aux)- to 2, -ml display- understands this to mean that the
last 2 equations in -e(b)- are to be treated as ancillary parameters,
regardless of whether those equations contain predictors.  Thus Partha will
have to use the first -ml model- specification (above) instead of the second
to get the coefficient on -x2- to be reported.

The only alternative I can think of is to use the second specification and set
-e(k_aux)- to 3 only when there are no predictors in equation 'two:'.  This is
reasonable assuming specifying predictors for equation 'two:' is a rare thing
when fitting Partha's model.

--Jeff
jpitblado@stata.com
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