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From |
Stas Kolenikov <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: ml bounds |

Date |
Thu, 4 Mar 2010 16:52:04 -0600 |

so which part of the code returns the error message? What does -ml check- say? You might also want to have -ml trace on- to see what's going on in your evaluator. On Thu, Mar 4, 2010 at 1:20 PM, Beatrice Crozza <beatrice.crozza@gmail.com>wrote: > Dear all, > > I tried to write my likelihood with the following restrictions for > some parameters: > m>0 > e>0 > 1>=d>=0 > 1>=a>=0 > > following there is my code. > > However, I received as error message: estimates not found, so this > means that I made a mistake in how I imposed the restrictions. > > Could you please help me to understand what I am doing wrong and how > to solve the problem? > > Thank you very much for your help > > Bea > > > program define myprog > > args lnf a d m e g p > > tempvar ma md mm me mg mp am dm omm em > > quietly gen double `am'=exp(`a')/(1+exp(`a')) > quietly gen double `dm'=exp(`d')/(1+exp(`d')) > quietly gen double `omm'=exp(`m') > quietly gen double `em'=exp(`e') > quietly gen double `ma'=1-`am' > quietly gen double `md'=1-`dm' > quietly gen double `mm'=1-`omm' > quietly gen double `me'=1-`em' > quietly gen double `mg'=1-`g' > quietly gen double `mp'=1-`p' > > quietly replace > > `lnf'=ln((`am')*(`dm')*((((`mm')+(`omm')*(`em')*(`g'))^x1)*(((`omm')+(`mm')*(`em')*(`p'))^x2)*(((`mm')*(`em')*(`me'))^x3)*(((`mmo')*(`em')*(`mg'))^x4)*(((`mm')*(`mp'))^x5)*(((`mmo')*(`eo'))^x6))) > > end > > ml model lf myprog (a:) (d:) (m:) (e:) (g:) (p:) > ml check > ml search > ml maximize, difficult > > nlcom (a: exp([am]_b[_cons])/(1+exp([am]_b[_cons]))) > nlcom (d: exp([dm]_b[_cons])/(1+exp([dm]_b[_cons]))) > nlcom (e: exp([em]_b[_cons])) > nlcom (m: exp([omm]_b[_cons])) > > > 2010/3/3 E. Paul Wileyto <epw@mail.med.upenn.edu>: > > 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 > >> * > >> * 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/ > >> > >> > > > > -- > > E. Paul Wileyto, Ph.D. > > Assistant Professor of Biostatistics > > Tobacco Use Research Center > > School of Medicine, U. of Pennsylvania > > 3535 Market Street, Suite 4100 > > Philadelphia, PA 19104-3309 > > > > 215-746-7147 > > Fax: 215-746-7140 > > epw@mail.med.upenn.edu > > * > > * 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/ > -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * 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/

**Follow-Ups**:**Re: st: ml bounds***From:*Beatrice Crozza <beatrice.crozza@gmail.com>

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

**Re: st: ml bounds***From:*"E. Paul Wileyto" <epw@mail.med.upenn.edu>

**Re: st: ml bounds***From:*Beatrice Crozza <beatrice.crozza@gmail.com>

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