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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
RE: st: Likelihood function of uniform distribution |

Date |
Thu, 3 Apr 2008 21:40:22 +0100 (BST) |

--- Mostafa Beshkar <mostafa.beshkar@vanderbilt.edu> wrote: > As Jay mentioned, my problem is an ordinary binary regression model. > In case of probit, for example, you need to use the Normal > distribution function to define your likelihood evaluator. Since > the normal distribution function is already defined in Stata you > can simply use it in your likelihood evaluator. No, As Jay already mentioned the distribution is the Bernouli distribution, the cumulative density function of the normal enters the likelihood NOT because it is a distribution, but because it conveniently stays between 0 and 1 (as any other cumulative density function will) > In my case, however, the difficulty is that I don't know how to > define the necessary distribution function, i.e., the uniform > distribution function. More specifically, I need to first define the > following function: > > f(p)=1 if 0<p<1 > =0 otherwise. > > Simply, my question is how one can define the above function (or > other functions such as a triangular pdf) in Stata. As people have already remarked you very very very likely do not want that. Anyhow, I suggest you split your problem into two parts, first write down your likelihood function. This is a paper and pensil excersise that has nothing to do with Stata. Of help would be to see how others have turned a random utility model into likelihood functions. I like the discription by J. Scott Long and Jeremy Freese, in Regression Models for Categorical Outcomes Using Stata. Second Edition, 2005. College Station, TX: Stata Press. http://www.stata.com/bookstore/regmodcdvs.html You realy need to tackle this problem first before you can hope to be succesful in tackling the second problem: how do I implement this in Stata? First of, you probably don't have to: many many variants have already been implemented, so have a good look at -help glm-, -help logit-, -help probit-, -help cloglog-, etc. If you realy need to, the only way to be succesful is get hold of "Maximum Likelihood Estimation with Stata" by William Gould, Jeffrey Pitblado, William Sribney, see: http://www.stata.com/bookstore/mle.html (No I don't have shares in StataPress) Hope this helps, Maarten ----------------------------------------- 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/

**References**:**RE: st: Likelihood function of uniform distribution***From:*"Mostafa Beshkar" <mostafa.beshkar@vanderbilt.edu>

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