# RE: st: Nonlinear model using maximum likelihood

 From jverkuilen To Subject RE: st: Nonlinear model using maximum likelihood Date Wed, 4 Mar 2009 08:43:43 -0500

```Not sure if this helps, but what error distribution are you using? ML is going to need a likelihood which requires you to pick an error model, but you only have a mean structure.

-----Original Message-----
From: "Magnus Soderberg" <Magnus.Soderberg@unisa.edu.au>
To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Sent: 3/3/2009 5:39 PM
Subject: st: Nonlinear model using maximum likelihood

Dear All,

I want to estimate the following nonlinear function:

Y = b0 + b1*exp(b2*x1)*b4*x2*x3 + Xb

Where b0 to b3 are parameters (b vector of parameters), x1 to x3 variables (X a vector of variables).

I could estimate this by using the Stata command nl, but I want to use ML.

There is a similar problem and a solution posted at http://www.stata.com/support/faqs/stat/nl_ml.html which looks like

program mlnexpgr
version 10
args lnf b1x b0 sigma
tempvar res
quietly gen double `res' = \$ML_y1 - `b0'*(1-exp(-`b1x'))
quietly replace `lnf' = -0.5*ln(2*_pi)-ln(`sigma')-0.5*`res'^2/`sigma'^2
end

ml model lf mlnexpgr (b1: rep78 = headroom, nocons) (b0:) (sigma:)

ml max

I guess my problem is the specification of the "ml model"-line but despite numerous attempts I can't get a reasonable output.

Does anyone know how to do this?

All the best,
Magnus

*
*   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/

*
*   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/
```