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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Profile likelihood |

Date |
Wed, 17 Dec 2008 12:33:42 +0000 (GMT) |

--- Katia Bobulova <katia.bobulova@googlemail.com> wrote: > Dear Stas,thank you very much for your suggestion, but it doesn' t > work because a and d are not numerical variables. They are > probabilities that I want to estimate with my maximum likelihood. So > Stata gave my an error message. <snip> My impression of this discussion is that you tried to estimate a model using -ml- and could not get it to work, and than tried to solve that problem by making a complicated problem more complicated (by turning to profile likelihood rather than regular likelihood). I am reading between the lines here, but if this is your debugging strategy, then it is absolutely doomed to fail. The only way to debug such a problem is to reduce to problem to an easier problem, solve that, and only once you have solved that continue to a slighly more complicated problem, solve that, and only once you have ... etc. I usually start with either a logistic regression likelihood or a regression with normal errors, and gradually continue form those models. (actually, I usually start with the complicate model I am interested in, than I fail, and only than do I follow my own advise and start with those simple models). -- Maarten ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room N515 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- * * 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**:**Re: st: Profile likelihood***From:*"Katia Bobulova" <katia.bobulova@googlemail.com>

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