Re: st: ML programming

["Stas Kolenikov" <skolenik@gmail.com>]

> For instance, if I wanted to code a tobit command with a variable
> censoring threshold, where the threshold for each observation was
> contained in a variable, and the observation was censored if it
> equaled that variable, but was not censored if it was less than that
> variable, how can I pass the name of the threshold variable to the
> function that calculated the likelihood?
In the spirit of -ml-, you can have a separate -_nocons- equation for
the threshold, and you can restrict the value of the slope in that
equation to be equal to 1 with -constr- (which you can hardcode in
your wrapper program). That's somewhat more elegant than using the
globals. Look up how the same need is dealt with in -intreg- or
-gllamm- where it deals with the threshold of the -ologit/oprobit-
links.

--
Stas Kolenikov
http://stas.kolenikov.name
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