Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: logit results not matching with ml


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: logit results not matching with ml
Date   Thu, 19 Jul 2007 07:40:48 +0100 (BST)

I don't see any errors in your likelihood. You might want to change the
scale of the variable pol_flow to measure whatever it measures in
milions, i.e. devide pol_flow by 1000000. The reason is that the
parameter for that variable is much much smaller than the others but
the standard error is not dramatically large with respect to that
estimate (though it is still insignigicant). This might cause numerical
problems.

Hope this helps,
Maarten

--- Tulika Narayan <Tulika_Narayan@abtassoc.com> wrote:

> 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.
> 
=== message truncated ===


-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      ___________________________________________________________
Yahoo! Answers - Got a question? Someone out there knows the answer. Try it
now.
http://uk.answers.yahoo.com/ 
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index