Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: constrained parameter in maximum likelihood estimation

From   "Jun Xu" <>
Subject   st: constrained parameter in maximum likelihood estimation
Date   Wed, 24 Sep 2003 11:44:03 -0500

Stata Listers:

I have a programming question using ml command: how to contrain some parameter to be estimated within certain range, for example, some probabilities [0,1]. One way that I can think of is to do some logit transformation like exp(p)/exp(1+exp(p)) and let ml freely estimates p. However, it is hard to get its standard error except using the delta method, which is not very accurate. Is there way in Stata, I can constrain the value of p, while at the same time direct get the asymptotic standard error without using any transformation or delta method? Thanks a lot.

Jun Xu
Doctoral Student
Department of Sociology
Indiana University at Bloomington

Get McAfee virus scanning and cleaning of incoming attachments. Get Hotmail Extra Storage!

* For searches and help try:

© Copyright 1996–2022 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index