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From |
"Eva Poen" <eva.poen@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: -ml- : how to save the likelihood contribution for each observation in a variable? |

Date |
Fri, 10 Oct 2008 15:24:17 +0100 |

Thanks a lot, Mike. I tried your suggestion by adding a line replace LL = `lnj' in the d0 evaluator program. I then generated LL and ran the program: gen LL = 99 myestimator .... . sum LL Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- LL | 6840 99 0 99 99 It seems like nothing happened to the LL variable at all. However, the program will complain if I -drop- LL : variable LL not found r(111); So, whatever is being done to LL along the way, is also being undone again. I'm slightly puzzled. Eva 2008/10/10 Michael Anthony Carlton <carlto12@msu.edu>: > The easiest thing to do would be to create a variable likesave in your > dataset before you run the program. Then within the program simple add a > line: > quietly replace likesave =`lnf' > > This will leave you with the log-likelihood value for each observation for > the last iteration of the problem, which is presumably what you want. > > Mike > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Eva Poen > Sent: Friday, October 10, 2008 8:46 AM > To: Statalist > Subject: st: -ml- : how to save the likelihood contribution for each > observation in a variable? > > This is what I'm trying to implement: > In my d0 likelihood evaluator, I would like to save the likelihood > contribution (`lnf') for each observation in a variable, for later > use. However, the newly created variable doesn't seem to be touched by > the d0 evaluator, but there is no error message either. > > Here is what's in my estimation program: > /*----mm3w0w1.ado---*/ > ... > // save likelihood? > if "`llsave'" != "" { > confirm new variable `llsave' > tempvar likesave > qui gen double `likesave' = . > global LL_save "`likesave'" > } > ... > ml model d0 ... > ml maximize ... > ... > // save likelihood? > if "`llsave'" != "" { > qui gen double `llsave' = `likesave' > } > ... > /*-------------------------*/ > > where llsave() is an option to the program, which takes the new > variable name. The idea is to save a (temporary, in case the program > fails) variable name in $LL_save, and then process it in the > likelihood evaluator. In the evaluator, I have: > > /*----mm3w0w1_d0.ado---*/ > ... > ... > gen double `lnj' = ... > > // save likelihood? > if "$LL_save" != "" { > replace $LL_save = `lnj' > } > > mlsum `lnf' = `lnj' > ... > /*-------------------------*/ > > The program runs fine (without error) and produces the expected > results, apart from the new variable. This variable will still be what > I set it to in mm3w0w1.ado in the first place. Can someone tell me > where the mistake is? I have a feeling that I'm missing something very > obvious. > > > Thanks, > Eva > * > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: -ml- : how to save the likelihood contribution for each observation in a variable?***From:*"Eva Poen" <eva.poen@gmail.com>

**st: RE: -ml- : how to save the likelihood contribution for each observation in a variable?***From:*"Michael Anthony Carlton" <carlto12@msu.edu>

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