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RE: st: missing value problem in ml estimation


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: missing value problem in ml estimation
Date   Sat, 7 Jan 2006 11:52:59 +0000 (GMT)

Dear Lian,
Am I understanding you correctly that you have missing values which you have given numerical
values like 2 or 99999999? How did you tell Stata that a 2 or a 9999999 means missing? The
standard code for missing in Stata is ".", if you want more than one missing code you could use
".a" till ".z". My guess is that Stata did not recognize your missing codes as missing and treated
them as real values. see -help missing- for more information on missing observations in Stata.
-help ml- tells you that the "missing" option in -ml model- "specifies that observations 
containing variables with missing values are not to be eliminated from the estimation sample",
which is probably not what you want. 

HTH,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

Lian Jian wrote:
> I was using "lf" method to do an ml estimation with my own 
> evaluator (likelihood function). I am using the default
> modified Newton-Raphson algorithm.  In each of my observation,
> there are some variables with missing values, but these
> variables do not appear in my likelihood function. In other
> words, theoretically these missing values should not matter. I
> have tried using "missing" option in my model command, which
> worked fine.
>
> However, I also tried coding the missing values as different
> numerical numbers, like 2 or 999999999. Surprisingly, I have
> gotten different answers by coding the missing values
> differently, which is utterly odd. As those missing values
> should not enter my likelihood function at all. 


		
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