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st: AW: Logit maximum likelihood in mata code


From   "Klaus Pforr" <kpforr@googlemail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Logit maximum likelihood in mata code
Date   Fri, 19 Apr 2013 12:45:07 +0200

<>
Dear Nicholas,

I do not understand your code, but your problem is extensively discussed in
this Stata-Press-book:
http://www.statapress.com/books/maximum-likelihood-estimation-stata/
You find a working mata-code for your problem here.
http://www.statapress.com/data/ml4.html

best

Klaus


__________________________________

Dr. Klaus Pforr
GESIS -- Leibniz Institut für Sozialwissenschaft
B2,1
Postfach 122155
D - 68072 Mannheim
Tel: +49 621 1246 298
Fax: +49 621 1246 100 
E-Mail: klaus.pforr@gesis.org
__________________________________

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von nick bungy
Gesendet: Freitag, 19. April 2013 09:34
An: statalist@hsphsun2.harvard.edu
Betreff: st: Logit maximum likelihood in mata code

Dear Statalist,
I'm having trouble setting up the optimizer to find the maximum likelihood
of a logit model. I'm still learning the syntax and set up of mata, though
I've tried to follow 'help mf_optimize' as best I can.
Could someone assist in where I am going wrong with the code?
----------
sysuse auto, clear
mata
st_view(x=0,.,("weight"))
st_view(y=0,.,("foreign"))
x=x,J(rows(x),1,1)
void logistic(todo, p, y, x, llf, g, H)
{
b = p[1,1::2]
One =J(rows(x),1,1)
llf = y'*log(One:/One+exp(-(x*b)))+(One-y)'*log(One:/One+exp(-(x*b)))
}
 S = optimize_init()
 optimize_init_evaluator(S, &logistic())  optimize_init_params(S, 0)
optimize_init_argument(S, 1, y)  optimize_init_argument(S, 2, x)
 optimize_init_which(S,"max")
 p = optimize(S)
-----------
Many thanks,
Nicholas 		 	   		  
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