Hello,
Stata version 8.0
I am trying to run a non linear logit but before I do that, just to test my
work I wrote the logit using stata's ml command but cannot get it to
replacate the logit results. In fact the likelihood does not even converge.
Here is the logit command I use
logit green_present water_eda mixing_zone i_human temp_avg sal_avg oxy_avg
coll_bottom oth_crab shell_present pol_flow
The results
Iteration 0: log likelihood = -37.362775
Iteration 1: log likelihood = -21.42294
Iteration 2: log likelihood = -19.458412
Iteration 3: log likelihood = -18.924528
Iteration 4: log likelihood = -18.641708
Iteration 5: log likelihood = -18.61557
Iteration 6: log likelihood = -18.615379
Logit estimates Number of obs =
58
LR chi2(10) =
37.49
Prob > chi2 =
0.0000
Log likelihood = -18.615379 Pseudo R2 =
0.5018
------------------------------------------------------------------------------
green_pres~t | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
water_edac~a | .0093596 .0085614 1.09 0.274 -.0074204
0261396
mixing_zone | -.0115959 .0109941 -1.05 0.292 -.0331439
009952
i_human | -.4338438 .4151365 -1.05 0.296 -1.247496
3798089
temp_avg | -.5166932 .2147708 -2.41 0.016 -.9376362
-.0957502
sal_avg | -.0085234 .0685798 -0.12 0.901 -.1429375
1258906
oxy_avg | -.4012752 .4969768 -0.81 0.419 -1.375332
5727814
coll_bottom | -.1368686 .0534403 -2.56 0.010 -.2416096
-.0321276
oth_crab | -.8857099 .5262265 -1.68 0.092 -1.917095
145675
shell_pres~t | .5593585 .4635706 1.21 0.228 -.3492232
1.46794
pol_flow | 4.28e-07 4.20e-07 1.02 0.308 -3.95e-07 1.25
e-06
_cons | 16.81088 7.657698 2.20 0.028 1.802072
31.8197
------------------------------------------------------------------------------
note: 0 failures and 1 success completely determined.
Here is the equivalent ml command.
capture program drop mymle1
program define mymle1
version 8.0
args lnf theta1
quietly replace `lnf' = exp(`theta1')/(1+exp(`theta1')) if $ML_y1 ==
1
quietly replace `lnf' = 1/(1+exp(`theta1')) if $ML_y1 == 0
end
local x1 "water_eda mixing_zone i_human temp_avg sal_avg oxy_avg
coll_bottom oth_crab shell_present pol_flow"
ml model lf mymle1 (green_present = `x1')
ml search
ml maximize, difficult
Results
initial: log likelihood = 29
alternative: log likelihood = 31.204268
rescale: log likelihood = 38
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 0: log likelihood = 38 (not concave)
Iteration 1: log likelihood = 40.018216 (not concave)
Iteration 2: log likelihood = 42.041076 (not concave)
Iteration 3: log likelihood = 43.042035 (not concave)
Iteration 4: log likelihood = 43.042049 (not concave)
Iteration 5: log likelihood = 43.042098 (not concave)
Iteration 6: log likelihood = 43.042103 (not concave)
Iteration 7: log likelihood = 43.042104 (not concave)
Number of obs =
58
Wald chi2(0) =
.
Log likelihood = 43.042104 Prob > chi2 =
.
------------------------------------------------------------------------------
green_pres~t | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
water_edac~a | .7304996 . . . .
.
mixing_zone | -45.97343 . . . .
.
i_human | .9961338 . . . .
.
temp_avg | 3.576235 . . . .
.
sal_avg | 10.37114 . . . .
.
oxy_avg | 2.229273 . . . .
.
coll_bottom | -.008225 . . . .
.
oth_crab | .0822529 . . . .
.
shell_pres~t | .3959996 . . . .
.
pol_flow | .0000723 . . . .
.
_cons | 64.28164 . . . .
.
------------------------------------------------------------------------------
To help out the program, I gave the initial values from my logit
ml init _cons =16.81 water_ = 0.009 mixing_zone = -0.115 i_human = -0.4338
temp_avg =-0.516 sal_avg = -0.008 oxy_avg =-.401 coll_bott =-.136 oth_crab
=-.885 shell_p = 0.559 pol_flow = 0.00000428
ml maximize, difficult
here are the results;
Iteration 548: log likelihood = 50.644631 (backed up)
Iteration 549: log likelihood = 50.998166
Iteration 550: log likelihood = 50.999718
Iteration 551: log likelihood = 50.999727
Iteration 552: log likelihood = 50.999729 (backed up)
Number of obs =
58
Wald chi2(10) =
0.03
Log likelihood = 50.999729 Prob > chi2 =
1.0000
------------------------------------------------------------------------------
green_pres~t | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
water_edac~a | .1632521 6.509305 0.03 0.980 -12.59475
12.92125
mixing_zone | -.6579379 16.14404 -0.04 0.967 -32.29968
30.98381
i_human | -10.32971 355.4003 -0.03 0.977 -706.9014
686.242
temp_avg | -2.120966 122.1783 -0.02 0.986 -241.5861
237.3442
sal_avg | 1.818757 73.21652 0.02 0.980 -141.683
145.3205
oxy_avg | -10.8222 758.9438 -0.01 0.989 -1498.325
1476.68
coll_bottom | -2.091746 65.72668 -0.03 0.975 -130.9137
126.7302
oth_crab | -1.069122 299.9436 -0.00 0.997 -588.9478
586.8096
shell_pres~t | 5.361836 86.95624 0.06 0.951 -165.0693
175.7929
pol_flow | .0000152 .0004314 0.04 0.972 -.0008304
0008608
_cons | 159.9001 7109.956 0.02 0.982 -13775.36
14095.16
-----------------------------------
Could any point out what I am doing wrong?
Thanks
Best,
Tulika
____________________________________
Tulika A. Narayan, Ph.D.
Environment & Resources Division
Abt Associates Inc.
4800 Montgomery Lane, Suite 600
Bethesda, MD 20814
Phone: (301) 347 5549 Fax: (301) 652 7530
____________________________________
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