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R: st: change the format of the pseudo log-likelihood in gb2fit
From
"Lucia R.Latino" <[email protected]>
To
<[email protected]>
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: [email protected]
[mailto:[email protected]] Per conto di Michal Brzezinski
Inviato: giovedì 5 luglio 2012 23:15
A: [email protected]
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 <[email protected]>:
> 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
> > [email protected]
>
> ----------------------------------------------------------------
> Invito da parte dell'Ateneo:
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>
>
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