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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/

**References**:**Re: st: User-defined MLE problem: How would you solve this?***From:*Richard Williams <Richard.A.Williams.5@ND.edu>

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