st: 回复： st: set initial values for ml model

[健 张 <victerzj2@yahoo.com.cn>]

Hi, Maarten
Thanks again for your kindly help! For the error report, I just search the previous post of other people on the statalist. I find that one post has exactly the same question as mine and you answered her. Here is the post and your answer  http://www.stata.com/statalist/archive/2006-12/msg00322.html 

In your response, you mentioned: "I've posted three times an example that shows how to create the correct matrix and column and equation names for initial values." Where can I find that example you mentioned? 



Best,
Jian

 




----- 原邮件 -----
发件人： Maarten Buis <maartenlbuis@gmail.com>
收件人： statalist@hsphsun2.harvard.edu
抄送： 
发送日期： 2011年9月19日, 星期一, 上午 4:45
主题: Re: st: set initial values for ml model

That depends on way too many things. You just need to find why the
matrix you think should contain the starting values, does in fact not
contain the starting values you need, and than adjust your program
accordingly.

-- Maarten

2011/9/18 健 张 <victerzj2@yahoo.com.cn>:
> Hi, all:
> I am trying to use ml to estimate a bivariate probit model so that I can set initial values myself. First, I use biprobit to estimate the two equations and then I got all coefficients stored in e(b). Then I use ml to write my own likelihood evaluator. I use the following code to set initial values:
> matrix b0=e(b)
> ml init b0
> However, stata always reports that " initial vector: extra parameter treated:connect1 found specify skip option if necessary". Treated is the dependent variable of my first equation and connect1 is a variable listed in both equations.
>
> In addition, anyone knows how to find a good initial value? Since I have around 20 independent variables in total in two equations, it is hard for me to fish the good initial value one by one.
>
> Thank you in advance!!
>
>
> Best,
> Jian
>
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>



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


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

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