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Re: st: ml init


From   "Tom Boonen" <tom.boonen.maiden@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ml init
Date   Sat, 17 Mar 2007 18:19:52 -0400

Stan writes:

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.
I could not agree more with this wish. Looking at past entries on
Statalist, there seems to be quite a demand for inequality constraints
and also box constraints. I would be really grateful if  Stata could
implement these in the ml command. Matlab's optimization functions can
do this, R's optimization functions can do this, ... , but Stata still
relies on reparameterization tricks to tweak the loss functions.

Thanks a lot,
Tom
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