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Re: st: Constraints in the MLE


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Constraints in the MLE
Date   Wed, 22 Jun 2011 13:25:41 +0200

On Wed, Jun 22, 2011 at 12:57 PM, Beatrice Crozza wrote:
> I am trying to perform a maximum likelihood with two constraints
> because I want to do a likelihood ratio test to see which model is
> better, the restricted or the unrestricted.
> My code  works ( in the sense that I don't receive an error message),
> however, the value of the log likelihood that I receive is always the
> same, whatever the constraint that I impose.
<snip>
> constraint 1 m=e
> constraint 2 g=p
> ml model lf myprog (a:) (d:) (m:) (e:) (g:) (p:),  technique(bfgs)
> constraint(1-2)


m, e, g, and p are equations so your -constraint- does not do what you
think it does. Try something like -constraint 1 [a]_cons = [e]_cons-.

Hope this helps,
Maarten


--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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