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Re: st: problems wih stata maximize

From (Jeff Pitblado, Stata Corp.)
Subject   Re: st: problems wih stata maximize
Date   Fri, 14 Feb 2003 13:28:49 -0600

<> wrote in about getting different linear
regression results between an example discussed in the ML book and -regress-:

> I have a question about maximize. If I type over the regression example in
> the book about maximum likelihood of Stata (page 25) I will get a different
> answer then using the inbuild function Reg in Stata. Below you can see the
> outcome and programming of maximize and the outcome using reg. What do I do
> wrong? I will program a complicated heckman model, but before I start I
> want to know what I do wrong?

I would just point out that the last posting from the iteration log was

> Iteration 8:   log likelihood = -30741.084  (backed up)

indicating that -ml- most likely did not converge.

Section 3.1.3 discusses this model in more detail where an alternative (and in
my opinion superior) parameterization for sigma is given in a "Technical

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