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st: Tough ML Model

From   "F. Michael Kunz" <[email protected]>
To   [email protected]
Subject   st: Tough ML Model
Date   Fri, 20 Feb 2004 16:59:46 -0500

I am estimating a double bound dichtomous choice model of willingness to pay for health services. I am having trouble getting the following maximum likelihood function to work - stata cannot find initial values that will yield a nonmissing log likelihood function.

I've done ML check, ML search. I am about to switch methods from LF to D2 to see if this method will produce better results.

Any suggestions, tips, existing programs out there?


program define dbdc;

args lnf Xb;

tempvar YY YN NY NN;

quietly {;
gen double `YY' = ln(norm(ratelow -`Xb'));
gen double `NN' = ln(norm(rateup- `Xb'));
gen double `YN'= ln(norm(rate1-`Xb') - 1 + norm(ratelow-`Xb');
gen double `NY'= ln(norm(rateup-`Xb') -1 + norm(rate1 - `Xb');

replace `lnf' = yy*`YY' + yn*`YN' + ny*`NY' + nn*`NN';


Xb is are our dependent variables (all, except age, are dichotomous).

F. Michael Kunz, M.A.
Senior Research Associate
Center for Health Economic and Policy Studies

Medical University of South Carolina
Department of Health Administration and Policy
19 Hagood Avenue, 408 Harborview Tower
P.O. Box 250807
Charleston, South Carolina 29425

PH (843) 792-4225
FAX (843) 792-1358

E-mail: [email protected]

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