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RE: st: FW: ML for logit/ologit


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: FW: ML for logit/ologit
Date   Wed, 16 Nov 2011 12:23:47 +0000

Two completely separate points are bundled together here. 

1. If your program declares that you are feeding it arguments, then those arguments must be supplied (unless you trap non-supply). 

2. A parameter that must be bounded should be re-parameterised so that the bounds are respected. Some usual tricks are collected at 

http://www.stata.com/support/faqs/stat/interval-constraints.html

logit(rho/3) is unbounded for 0 < rho < 3. 

I recommend very detailed study of the documentation on -ml- and the associated book from Stata Press when writing a first non-trivial -ml- program. 

Nick 
n.j.cox@durham.ac.uk 

Thomas Murray (Department of Economics)

This makes sense -  rho needs to be defined in the program.  I need rho to converge to a value that maximises the log likelihood.  What I want to do is set a range of possible values for rho (between zero and three specifically) and find a point estimate using ML.  Is this possible to define?

Nick Cox

You need to supply the right number of arguments too. Here it looks as if rho is undefined because you are not feeding the program with enough arguments. 


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