Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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

From   Maarten Buis <>
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 <> 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 L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index