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From |
SLG Brilleman <sam.brilleman@bristol.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: How to retrieve parameter estimates from an ML program, so they can be used in estimation of expected values, variances, etc... |

Date |
Mon, 29 Mar 2010 16:12:43 +0100 |

Thanks for the references. I will investigate. Will post some skeleton code on extracting the estimates if successful!

Thanks again, Sam. --On 29 March 2010 06:22 -0700 Maarten buis <maartenbuis@yahoo.co.uk> wrote:

--- On Mon, 29/3/10, SLG Brilleman wrote:I have recently written a program for ml estimation using the generalized Gamma distribution. The estimation routine seems to run fine and will produce estimates of the coefficients for the linear predictor (mu), and estimates of the two shape parameters (sigma and kappa). My problem is that I want to estimate the expected value of yi (i.e. the individual predictions) - an equation involving estimates of all three parameters (mu, sigma, kappa). I am reasonably new to STATA and cannot figure out the syntax to retrieve and store the estimates of mu, sigma, and kappa, so that I can generate the new variable yi. I have tried 'ereturn', 'scalar' and 'gen' statements both within the program and externally after ml maximise (when outside the program I have the additional problem of distinguishing between the two shape parameters currently both _cons in the output).You can use predict to get the linear predictors, you can also write your own predict sub-program, which will be called by -predict- automatically create more complicated predictions. See for example -viewsource logit_p.ado-. A really indispensable book when writing this kind of programs in Stata is: http://www.stata.com/bookstore/mle.html Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/

---------------------- Sam Brilleman Academic Unit of Primary Health Care University of Bristol 25/27 Belgrave Road Bristol BS8 2AA 0117 331 3868 sam.brilleman@bristol.ac.uk * * 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: How to retrieve parameter estimates from an ML program, so they can be used in estimation of expected values, variances, etc...***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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