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Re: st: a problem on ml command


From   "Jian Zhang" <jzh@ucdavis.edu>
To   Maarten buis <maartenbuis@yahoo.co.uk>, statalist@hsphsun2.harvard.edu
Subject   Re: st: a problem on ml command
Date   Mon, 16 Oct 2006 16:28:09 -0700 (PDT)

Thanks, Maarten!  

Best regards,
Jian


> 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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