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Re: st: Fixing an -ml model- syntax problem


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fixing an -ml model- syntax problem
Date   Tue, 20 Feb 2007 14:56:01 -0500

At 12:45 PM 2/20/2007, Arne Risa Hole wrote:
forces the estimated scale parameter/ error variance to be positive,
which is a good thing. This is a similar parameterisation to that used
in Richard Williams' -oglm- routine.
In Allison's paper, he almost makes it sound like the fact that estimated error variances can go negative is a feature, not a bug, i.e. negative error variances suggest that the model makes no sense. My own experience with his code is that it doesn't actually produce these impossible estimates under the conditions he describes, it just refuses to converge and produce any estimates at all. In general I've found that oglm's coding tends to work faster and more reliably than Allison's coding.

Incidentally, the citation for Allison's aper is

Allison, Paul. 1999. "Comparing Logit and Probit Coefficients Across Groups." Sociological Methods and Research 28(2): 186-208.



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Richard Williams, Notre Dame Dept of Sociology
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