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Re: st: ml bounds

 From "E. Paul Wileyto" To statalist@hsphsun2.harvard.edu Subject Re: st: ml bounds Date Wed, 03 Mar 2010 06:58:53 -0500

Please be aware that bounds only applies to search, and not to maximize. Search looks for plausible initial values, not for the final mle.
```
```
One way to place bounds on parameters is to replace the parameter in your likelihood with a function that is bounded. For example, if you want to make sure that your parameter A does not fall below 0, then replace it with A=exp(b). ml will optimize parameter b, with bounds of minus to plus infinity, but the parameter of interest, A, remains above 0. You can then recover A and the standard error for A using nlcom.
```
```
In a similar fashion, use a logistic function to create an upper and lower bound.
```
Paul

Beatrice Crozza wrote:
```
```Dear All,

I am doing a maximum likelihood and I would like to specify some
bounds for my parameters.

ml model lf myprog (a:) (d:) (m:) (e:) (g:) (p:)
ml search
ml maximize, difficult

I read on the Stata manual that my bounds should be placed after ml search:

bounds(ml_search_bounds) specifies the search bounds.  The command ml
model issues is ml search ml_search_bounds, repeat(#).  Specifying
search bounds is optional.

My bounds should be:
0< e m, 0<=a d <=1

How should I write this after ml search?

Thank you very much for your help.

Bea
*
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```
```
--
E. Paul Wileyto, Ph.D.
Assistant Professor of Biostatistics
Tobacco Use Research Center
School of Medicine, U. of Pennsylvania
3535 Market Street, Suite 4100

215-746-7147
Fax: 215-746-7140
```
epw@mail.med.upenn.edu
```*
*   For searches and help try:
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*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
```

• References:
• st: ml bounds
• From: Beatrice Crozza <beatrice.crozza@gmail.com>