RE: st: RE: ml and parmby versus statsby

["S. Suetens" <S.Suetens@uvt.nl>]

Dear Roger,

This is very helpful.
I re-ran the parmby command, but without including the quietly option, and estimation results are the same now as those under statsby.

Thanks for your quick response.
Sigrid

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Roger B. Newson
Sent: woensdag 12 december 2012 17:10
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: ml and parmby versus statsby

I don't know how your -statsby- and -parmby- results are different, as you haven't told us. However, -statsby- creates a  dataset with 1 observation per by-group, and different variables for the estimates and standard errors for different parameters. -parmby-, on the other hand, creates a dataset with 1 observation per parameter per by-group, with 1 variable for the estimate and 1 variable for the standard error, and other variables for the confidence limits and P-values.

I am a bit mystified about the -quietly- option for -parmby-. As the author of -parmby-, I never knew that -parmby- had a -quietly- option, although it can take the -quietly- prefix like other Stata commands.

I hope this helps.

Best wishes

Roger

Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group National Heart and Lung Institute Imperial College London Royal Brompton Campus Room 33, Emmanuel Kaye Building 1B Manresa Road London SW3 6LR UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

Opinions expressed are those of the author, not of the institution.

On 12/12/2012 15:52, S. Suetens wrote:
> Hi,
>
> Is there anyone who can explain why maximum likelihood estimation gives different results under parmby as compared to statsby?
> I have run the two commands below (based on the same likelihood function) and they give very different parameter estimates and standard errors.
>
> statsby _b _se, by(id) saving("D:\Statsby.dta", replace) nodots: ml 
> model lf MaxLik (lambda: strategy =) (rhosigma: RHO SIGMA, nocons), 
> max difficult
>
> parmby "ml model lf MaxLik (lambda: strategy =) (rhosigma: RHO SIGMA, 
> nocons), max difficult", by(id) saving("D:\Parmby.dta", replace) 
> quietly
>
> Thanks in advance for any help.
> Sigrid
>
> Sigrid Suetens
> Associate Professor
> Department of Economics
> Tilburg University
>
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