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st: ml option "noclear" does not work with ml method "d0". Why?


From   Daniel.Koch@econhist.vwl.uni-muenchen.de
To   statalist@hsphsun2.harvard.edu
Subject   st: ml option "noclear" does not work with ml method "d0". Why?
Date   Tue, 7 Sep 2010 18:38:19 +0200 (CEST)

Hello all,
I do not understand why:

ml model lf test_ll (`lhs' = `rhs')
ml max, noclear
ml max

works fine, while the same doesn't with method d0?
STATA then reports: "type mismatch ml model not found".

In the end I want to have an estimator which penalizes the loglikelihood
after each iteration with a certain roughness-penalty. I've tried the
following:

ml model d0 test_ll (`lhs' = `rhs')
ml max, nooutput noclear iterate(1)
while e(converged)!=1 {
                        ....
			global penalty  = $lambda*`penalty'
			ml model d0 test_ll (`lhs' = `rhs')
			ml max, search(off) nooutput noclear
                        ....
          	      }
But STATA complains with the mentioned message.
Any idea how I could solve this? I am thankful for every comment.
Daniel



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