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Re: st: a problem on ml command


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: a problem on ml command
Date   Thu, 12 Oct 2006 08:14:58 +0100 (BST)

Jian Zhang:
Easiest way to do that is to use the -normalden- function like this:

sysuse auto, clear
capture program drop try1
program try1
        args lnf xb ln_sigma
        quietly replace `lnf'=ln(normalden($ML_y1, `xb',
exp(`ln_sigma')))
end

ml model lf try1 (price=mpg foreign) ()
ml maximize

If Stata has a function for the density you want to use preprogrammed
than using it will generally result in more readable code and less
bugs. 
HTH,
Maarten

--- Jian Zhang <jzh@ucdavis.edu> wrote:

> I am using ml command to do maximum likelihood estimation with normal
> distribution of error terms.   But the the result returned with an 
> error message. 

> Here is the code I wrote:
> 
>  capture program drop try1
>  program try1
>          args lnf theta1 theta2
>          quietly replace
> `lnf'=-1/2*ln(`theta2')-1/2*($ML_y1-`theta1')
>  end
> 
> ml model lf try1 (year=i firm) ()
> ml maximize
> 
> But the result shows as follows :
> initial:       log likelihood =     -<inf>  (could not be evaluated)
> feasible:      log likelihood = -97165.343
> rescale:       log likelihood = -60002.996
> rescale eq:    log likelihood = -60002.996
> could not calculate numerical derivatives
> discontinuous region with missing values encountered
> r(430);
> 
> end of do-file
> r(430);
> 


-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


		
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