Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: ml init


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ml init
Date   Fri, 16 Mar 2007 19:12:41 -0500

Is there any way to really implement <= and >= inequality
restrictions? What one can do is to set lnf=. in the user-defined
likelihood program whenever the inequality is not satisfied, but then
if the estimate is at or near the boundary, -ml- stepping around it
hits the areas where the likelihood is missing, and complains that it
cannot compute the necessary derivatives.

Consider this a wish list suggestion if you like: make it possible to
inform -ml- of certain inequality restrictions, and make it possible
to hit the boundary with those, informing the user of the irregular
situations in which the usual inference (standard errors and
likelihood ratios) are not valid.

--
Stas Kolenikov
http://stas.kolenikov.name
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index