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st: RE: "brute force" procedure for ml init


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: "brute force" procedure for ml init
Date   Mon, 8 Mar 2010 19:33:42 -0000

You can call up e.g. -runiform()- on the fly by calls of the form 

`=runiform()' 

-ml- never knows nor cares about that. It just sees the result of the
call. 

This kind of call could be complicated arbitrarily to put constraints on
the numbers. You just need to do the extra arithmetic within the `=  and
'. 

The syntax is documented at -help macro- and [P] macro. 

Alternatively, and equivalently, you can go 

local myinit = runiform()

ml init ... `myinit' ... 

Nick 
n.j.cox@durham.ac.uk 

Ian Breunig


I need to conduct a "brute force" procedure to search for initial
parameter values for a MLE with a relatively large amount of
parameters.  I'd like to to be able to use some sort of loop with a
program to do this.  For example, I believe that I would like to start
by randomly drawing (kx1) starting values using a random number
generator for a uniform distribution on the unit interval (can I do
this using the "ml init" command?), then maximize.  Then repeat this
process several times.

Any advice on how to conduct this "brute force" technique, or even
just for part of the technique neverminding the looping, (or for any
alternative techniques), would be helpful.


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