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R: st: change the format of the pseudo log-likelihood in gb2fit


From   "Lucia R.Latino" <Latino@economia.uniroma2.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   R: st: change the format of the pseudo log-likelihood in gb2fit
Date   Fri, 6 Jul 2012 11:41:42 +0200

Dear Michal and Stephen,

Thanks for your answer. I tried Michal's code and it actually recovers the
log pseudolikelihood, however stata shows the value using again the
scientific notation. Do you have any suggestion?  
Furthermore, I am not sure I am able to write the same code for the other
distributions I am using (lognfit, smfit, dagumfit, fisk, beta2). Do you
think there is a way to simply change the format of the Iteration so to have
more precision?

If it can helps I copied the result I obtained.

Thanks,
Lucia
  
-----------------------------------------------------------start output
----------------------------------------------------------------------------
------------
gb2fit dec_ae, cdf(gb2cdf) pdf(gb2pdf) svy

initial:       log pseudolikelihood =     -<inf>  (could not be evaluated)
feasible:      log pseudolikelihood = -1.469e+08
rescale:       log pseudolikelihood = -1.469e+08
rescale eq:    log pseudolikelihood = -1.075e+08
Iteration 0:   log pseudolikelihood = -1.075e+08  (not concave)
Iteration 1:   log pseudolikelihood = -1.064e+08  (not concave)
Iteration 2:   log pseudolikelihood = -1.063e+08  
Iteration 3:   log pseudolikelihood = -1.060e+08  (not concave)
Iteration 4:   log pseudolikelihood = -1.060e+08  
Iteration 5:   log pseudolikelihood = -1.059e+08  
Iteration 6:   log pseudolikelihood = -1.059e+08  
Iteration 7:   log pseudolikelihood = -1.059e+08  
Iteration 8:   log pseudolikelihood = -1.059e+08  
Iteration 9:   log pseudolikelihood = -1.059e+08  
Iteration 10:  log pseudolikelihood = -1.059e+08  
Iteration 11:  log pseudolikelihood = -1.059e+08  
Iteration 12:  log pseudolikelihood = -1.059e+08  

ML fit of GB2 distribution

pweight:  iwght                                   Number of obs    =
11183
Strata:   <one>                                   Number of strata =
30
PSU:      <observations>                          Number of PSUs   =
564
                                                  Population size  =
12272397
                                                  F(   0,    535)  =
.
                                                  Prob > F         =
.

----------------------------------------------------------------------------
--
      dec_ae |      Coef.   Std. Err.      t    P>|t|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
a            |
       _cons |   2.327935   .2782045     8.37   0.000     1.781426
2.874444
-------------+--------------------------------------------------------------
--
b            |
       _cons |   3997.361   250.2252    15.98   0.000     3505.814
4488.907
-------------+--------------------------------------------------------------
--
p            |
       _cons |   1.603659   .2993526     5.36   0.000     1.015606
2.191712
-------------+--------------------------------------------------------------
--
q            |
       _cons |   2.983855   .6731986     4.43   0.000     1.661412
4.306297
----------------------------------------------------------------------------
--

 tempvar ll
local wv= "`e(wvar)'"
 
 gen `ll' = lngamma(e(bp)+e(bq)) + log(e(ba)) + (e(ba)*e(bp)-1)* log(dec_ae)
///
         - e(ba)*e(bp)*log(e(bb)) - lngamma(e(bp)) - lngamma(e(bq)) - ///
         (e(bp)+e(bq))*log(1+(dec_ae/e(bb))^e(ba))

 qui sum `ll' [aw=`wv'] if e(sample),meanonly 
di r(sum)

-1.059e+08
-----------------------------------------------------------end output
----------------------------------------------------------------------------
------------

Lucia


-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Michal Brzezinski
Inviato: giovedì 5 luglio 2012 23:15
A: statalist@hsphsun2.harvard.edu
Oggetto: Re: st: change the format of the pseudo log-likelihood in gb2fit

You can recover pseudo log-likelihood writing an explicit expression for
log-likelihood for a given model.
For example, in case of GB2 model you could try the following code:

gb2fit dec, cdf(gb2cdf) pdf(gb2pdf) svy
tempvar ll
local wv= "`e(wvar)'"

gen `ll' = lngamma(e(bp)+e(bq)) + log(e(ba)) + (e(ba)*e(bp)-1)* log(dec) ///
	- e(ba)*e(bp)*log(e(bb)) - lngamma(e(bp)) - lngamma(e(bq)) - ///
	(e(bp)+e(bq))*log(1+(dec/e(bb))^e(ba))
qui sum `ll' [aw=`wv'] if e(sample),meanonly di r(sum)

----------
Hope this helps,
Michal

2012/7/5 Lucia Latino <Latino@economia.uniroma2.it>:
> Dear Statalist,
>
> After running - gb2fit - smfit - lognfit - Stata reports the pseudo 
> log-likelihood with the scientific notation, but I want to view the 
> full likelihood.
> Usually, I can obtain the full log-likelihood by using - display e(ll) 
> -
>
> However, I need to add the option svy for the estimation (e.g. - 
> gb2fit dec, stats cdf(gb2cdf) pdf(gb2pdf) svy - ) and after adding the 
> option 'svy', Stata doesn't store anymore the pseudo log-likelihood in
e(ll).
>
> Is there any way to do change the format of the pseudo log-likelihood 
> in the iterations or a way to obtain it after the estimation?
>
> I hope someone can help me.
>
> Thanks,
>
> Lucia
>
> --
> *********************************
> Lucia Rita Latino
> PhD International Economics
> Department of Economics
> University of Rome "Tor Vergata"
> Via Columbia, 2 - 00133 Roma
> > Latino@Economia.uniroma2.it
>
> ----------------------------------------------------------------
> Invito da parte dell'Ateneo:
> Il tuo futuro e quello della Ricerca Scientifica hanno bisogno del tuo 
> aiuto. Dona il  5 x mille all'Universita' di Roma Tor Vergata codice 
> fiscale: 80213750583 http://5x1000.uniroma2.it
>
>
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