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Re: st: ancillary parameters in ml display


From   Partha Deb <partha.deb@hunter.cuny.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ancillary parameters in ml display
Date   Wed, 16 Aug 2006 00:45:55 -0400

Thanks to Jeff for his explanation. I guess I'll have to live with some ugliness! :)

Jeff Pitblado, StataCorp LP wrote:

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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--
Partha Deb
Department of Economics
Hunter College
ph:  (212) 772-5435
fax: (212) 772-5398
http://urban.hunter.cuny.edu/~deb/

Emancipate yourselves from mental slavery
None but ourselves can free our minds.
	- Bob Marley

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