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st: logit results not matching with ml


From   Tulika Narayan <Tulika_Narayan@abtassoc.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: logit results not matching with ml
Date   Wed, 18 Jul 2007 17:30:56 -0400

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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