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From |
"Lenny Stoeldraijer" <lennystoeldraijer@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: difficult ML program |

Date |
Tue, 4 Mar 2008 22:01:51 +0100 |

Hi Maarten, But how can I do that if the coefficient is multiplied by different covariates? Then I have a problem in defining the 'ml model lf myml'-part. [I saw the redundancy too: it had something to do with how the ml function looked. But that would not give a problem, doesn't it?] Best, Lenny 2008/3/4, Maarten buis <maartenbuis@yahoo.co.uk>: > generally, if you want to use the same parameter twice in a likelihood > function, than just do exactly that, i.e. use `theta1' both times and > remove `theta2' from the -args- command. > > also there is some redundancy: > > qui gen double `ua' = exp(...) > qui replace `lnf' = log(`ua') > > can be replaced by: > > qui replace `lnf' = ... > > -- Maarten > > --- Nick Cox <n.j.cox@durham.ac.uk> wrote: > > > My guess is that you need to hide less and show and explain more. > > > > If you -set trace on- where does the program crash? > > > > The error code you cite, 111, is invalid syntax, which by itself is > > not helpful. > > > > replace`lnf' = log(`ua') > > > > would very probably not work. There needs to be a space after > > -replace-. > > > > > > Nick > > n.j.cox@durham.ac.uk > > > > Lenny Stoeldraijer > > > > I'm trying to make my own maximum likelihood model, but I can't get > > it > > right. The first part looks okay (I think), but then I have to define > > the function which is called ua, which looks like: > > exp(uncc*(b+hazu)-exp(b)*survu), where b is the coefficient to be > > estimated. This coefficient is thus used twice but once with an > > exponential. So far, my code looks like this (I've left some parts > > out): > > > > program define myml > > args lnf covu lu0 lu1 lu2 ... theta1 theta2 > > tempvar hazu survu ua > > quietly gen double `hazu' = `covu'+`lu0'+dtu1*`lu1'+dtu2*`lu2'+... > > quietly gen double `survu' = > > exp(`covu'+`lu0')*(btu0+btu1*exp(`lu1')+btu2*exp(`lu2')+... > > quietly gen double `ua' = exp(`theta1'+uncc*`hazu'-`theta2') > > replace`lnf' = log(`ua') > > end > > ml model lf myml (covu: ... , nocons) (luo: ... , nocons) (lu1:...) > > (lu2:...) ... (theta1: uncc) (theta2: `survu'), technique(bhhh) > > > > In the code I thus have different estimates for the b (once in theta1 > > and once in theta2). I've tried to include a constraint (e.g. > > b1=log(b2)), but then I get errors (111 for example). > > > > > > * > > * 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/ > > > > > ----------------------------------------- > 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/ > ----------------------------------------- > > > __________________________________________________________ > Sent from Yahoo! Mail. > A Smarter Inbox. http://uk.docs.yahoo.com/nowyoucan.html > * > * 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/ > * * 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/

**Follow-Ups**:**Re: st: RE: difficult ML program***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**References**:**Re: st: RE: difficult ML program***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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