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st: Re: st: 回复: st: error report with ml check


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: st: 回复: st: error report with ml check
Date   Fri, 16 Sep 2011 09:48:19 +0200

On Thu, Sep 15, 2011 at 10:18 PM, �张 <victerzj2@yahoo.com.cn> wrote:
>The likelihood evaluator I wrote is like this:
> program mybiprobit2_lf
>  version 9.1
>  args lnf xb zc rho
>  quietly replace `lnf' = ln(binormal( `xb',`zc', `rho')) if $ML_y1 == 1
>  quietly replace `lnf' = ln(binormal(-(`xb',`zc', `rho'))) if $ML_y1 == 0
> end
> This code is simply mimicing the code for probit case. The probit case is like this
> program myprobit_lf
>  version 9.1
>  args lnf xb
>  quietly replace `lnf' = ln(normal( `xb')) if $ML_y1 == 1
>  quietly replace `lnf' = ln(normal(-`xb')) if $ML_y1 == 0
> end
>
> Therefore, I dont quite understand why the negative sign should be removed.

That is  for many reasons not the correct generalization of the probit
likelihood to the biprobit likelihood. You can see a correct
implementation of the likelihood function by typing in Stata
-viewsource  bipp_lf.ado-.

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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