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Re: st: Profile likelihood


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Profile likelihood
Date   Mon, 15 Dec 2008 13:47:26 -0600

You can set this up as a constrained problem:

constraint define 101 a = 0
constraint define 102 b = 0

ml model whatever , constraints(101 102)

On Mon, Dec 15, 2008 at 12:05 PM, Katia Bobulova
<katia.bobulova@googlemail.com> wrote:
> Dear all,I would like to use the method of profile likelihoods to
> maximize my model.My full maximum likelihood model is the
> following:program define trinomversion 10.0args lnf a d m etempvar eh
> mmu ma me mdquietly gen double `eh'=0.5*`e'quietly gen double
> `mmu'=1-`m'quietly gen double `ma'=1-`a'quietly gen double
> `me'=1-`e'quietly gen double `md'=1-`d'quietly replace
> `lnf'=ln((`a')*(`d')*((((`mmu')*(`eh')+(`m'))^bo)*(((`mmu')*(`eh'))^so)*(((`mmu')*(`me'))^nt))+
> (`a')*(`md')*((((`mmu') *(`eh'))^bo)*(((`mmu')
> *(`eh')+(`m'))^so)*(((`mmu')*(`me'))^nt))+ (`ma')*(( (`eh')^bo)*(
> (`eh')^so)*( (`me')^nt))endml model lf trinom (a:) (d:) (m:)(e:)ml
> search ml maximize, difficultNow I would like to impose the values of
> two parameters, for example a and d, in order to estimate the other
> two, using the perform likelihoods.I read the example for the negative
> binomial distribution, but I am not able to understand how modify my
> model.Could you please help me?Thank you very much.Katia
> *
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>



-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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