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Re: st: Constraints in the MLE


From   Beatrice Crozza <beatrice.crozza@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Constraints in the MLE
Date   Wed, 22 Jun 2011 14:34:34 +0100

Thanks a lot.

Now it works.

Bea

2011/6/22 Maarten Buis <maartenlbuis@gmail.com>:
> 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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