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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: ml and parmby versus statsby |

Date |
Wed, 12 Dec 2012 18:05:39 +0000 |

We can be pleased that you no longer see a problem, but what happened remains mysterious. 1. -parmby- permits other options but these are in turn (if I follow Roger's code correctly) passed to -parmest-, which does not in fact allow a -quietly- option. So why your earlier code ran at all is a puzzle. 2. In general, the effect of a -quietly- option in Stata would be that something is done "quietly", although that's a convention, not a rule. If so, results should be exactly as they were before, not different. I spell out here, as we are all asked to do, that -parmby- is a user-written command. I looked at -parmby- from SSC and -which- tells me *! Author: Roger Newson *! Date: 02 September 2009 Nick On Wed, Dec 12, 2012 at 5:41 PM, S. Suetens <S.Suetens@uvt.nl> wrote: > 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. Roger B. Newson > 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. On 12/12/2012 15:52, S. Suetens wrote: >> 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RE: ml and parmby versus statsby***From:*"Roger B. Newson" <r.newson@imperial.ac.uk>

**References**:**st: RE: ml and parmby versus statsby***From:*"S. Suetens" <S.Suetens@uvt.nl>

**Re: st: RE: ml and parmby versus statsby***From:*"Roger B. Newson" <r.newson@imperial.ac.uk>

**RE: st: RE: ml and parmby versus statsby***From:*"S. Suetens" <S.Suetens@uvt.nl>

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