Statalist


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

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


From   efeijen@worldbank.org
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: User-defined MLE problem: How would you solve this?
Date   Wed, 18 Jun 2008 13:08:30 -0400

Richard, thanks that was very helpful. It seems to work!



                                                                                
             Richard Williams                                                   
             <Richard.A.Williams                                                
             .5@ND.edu>                                                      To 
             Sent by:                    statalist@hsphsun2.harvard.edu,        
             owner-statalist@hsp         statalist@hsphsun2.harvard.edu         
             hsun2.harvard.edu                                               cc 
                                                                                
                                                                        Subject 
             06/18/2008 12:59 PM         Re: st: User-defined MLE problem: How  
                                         would you solve this?                  
                                                                                
              Please respond to                                                 
             statalist@hsphsun2.                                                
                 harvard.edu                                                    
                                                                                
                                                                                




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/




*
*   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