--- Nick Cox <n.j.cox@durham.ac.uk> wrote:
> Just looking at this, I see scope for some simplifications:
> In the line
>
> quietly replace `lnf' = ln(exp(`theta')/(1+exp(`theta')))
> if $ML_y1==1
>
> the log of a ratio is the difference of the logs
>
> = ln(exp(`theta')) - ln(1 + exp(`theta')) if $ML_y1 == 1
>
> but then the first term simplifies too:
>
> = `theta' - ln(1 + exp(`theta')) if $ML_y1 == 1
>
> A similar story below:
>
> quietly replace `lnf' = ln(1/(1+exp(`theta'))) if $ML_y1==0
>
> = ln(1) - ln(1+exp(`theta')) if $ML_y1==0
> = - ln(1+exp(`theta')) if $ML_y1==0
>
In my tweak of this program I replaced the lines:
quietly replace `lnf' = ln(exp(`theta')/(1+exp(`theta'))) if $ML_y1==1
quietly replace `lnf' = ln(1/(1+exp(`theta'))) if $ML_y1==0
with:
quietly replace `lnf' = ln(invlogit( `theta')) if $ML_y1==1
quietly replace `lnf' = ln(invlogit(-`theta')) if $ML_y1==0
I've done this for two reasons:
1) It is less typing so less chance of a typo
2) I tend to trust the numerical properties of Stata functions more
then my own renderings of those functions.
However my experience mirrors that of Richard's in that replacing
gen `theta' = ...
by
gen double `theta' = ...
has a much bigger effect on the speed of convergence.
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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