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Re: st: question RE -ml- and ancillary parameters


From   Phil Schumm <pschumm@uchicago.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: question RE -ml- and ancillary parameters
Date   Wed, 16 May 2007 11:24:53 -0500

On May 15, 2007, at 2:25 PM, Jeff Pitblado, StataCorp LP wrote:
Phil's first instinct is definitely a reasonable approach.

While -ologit- and -oprobit- put an upper limit on the number of outcomes, -ml- does not put a limit on the number of equations. The only limit is on the length of a command line (see -help limits-). Thus if you can type it into a command line, Stata's -ml model- command can parse it.

The only other limiting factor I can think of for -ml- would be due to the numerics of the model fit for a given dataset--some datasets with wide but sparsely supported dependent variables could provide serious challenges for convergence.

Thanks to Jeff, Richard, and Maarten for your comments; this certainly make me feel better about continuing along this path. WRT the convergence issues raised by Jeff, while this is certainly a concern, there is in this case quite a bit of structure to the problem that can be exploited to facilitate fitting (I left these details out of my message). However, if I do run into problems, I may return to the Statalist well.


-- Phil

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