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From |
Richard Williams <Richard.A.Williams.5@ND.edu> |

To |
statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu |

Subject |
Re: st: User-defined MLE problem: How would you solve this? |

Date |
Wed, 18 Jun 2008 12:58:20 -0500 |

At 11:32 AM 6/18/2008, efeijen@worldbank.org wrote:

Below you find the .ado file and the command I used for this problem. However

I know they are not correct, since my setup estimates 2 x-coefficients

defined by the mu1 and mu2 equations, but I only want to estimate one for the

dependent variable j: b_j. What to do such that the intercepts in mu1 and mu2

are different, but b_j are identical?

program LDV

version 9.2

args lnf mu1 mu2 sigma

quietly replace `lnf'=ln(1/(2*_pi*(`sigma'^2)))-(1

/(2*(`sigma'^2))*($ML_y1-`mu1'))^2 if $ML_y1<0

quietly replace `lnf'=ln(1/(2*_pi*(`sigma'^2)))-(1

/(2*(`sigma'^2))*($ML_y1-`mu2'))^2 if $ML_y1>0

quietly replace

`lnf'=ln(normalden(-`mu2',0,`sigma')-normalden(-`mu1',0,`sigma')) if

$ML_y1==0

end

Stata command: ml model lf LDV (mu1: y=x) (mu2: y=x) (sigma:)

Perhaps the constraints option would do it. Try constraint 1 [#1]x = [#2]x ml model lf LDV (mu1: y=x) (mu2: y=x) (sigma:), constraint(1) ------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW: http://www.nd.edu/~rwilliam * * 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: User-defined MLE problem: How would you solve this?***From:*efeijen@worldbank.org

**References**:**st: User-defined MLE problem: How would you solve this?***From:*efeijen@worldbank.org

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