Suddhasil,
Since you are doing by MLE what you can do by -regress- (as Nick had
pointed out) you should probably just try to do the following:
regress dependent-variable independent-variables
Do you face any problems with this step?
Deepankar
On Thu, 2006-06-15 at 20:30 +0530, Suddhasil Siddhanta wrote:
> Dear dipankar
>
> thank you very much.
>
> the programme that you suggested is working but i am facing a problem when i
> put the command ml max, it returns error number 491.
> the screen shows
> initial: log likelihood = -<inf > (could not be evaluated)
> could not find feasible values\
> r(491);
>
> I am using stata 7.0. special edition.
>
> please suggest
>
> best
> suddhasil
> ----- Original Message -----
> From: "Deepankar Basu" <[email protected]>
> To: <[email protected]>
> Sent: Thursday, June 15, 2006 8:03 PM
> Subject: Re: st: Re: RE: Fw: regarding stata MLE
>
>
> > Suddhasil,
> >
> > One problem that I see is that you have not specified an equation for
> > theta2 in your ml model command. You need to do that.
> >
> > Second, when you run your program many times, you might encounter
> > problems if you do not use -capture program drop-; you need to add that
> > in the beginning of the program when debugging.
> >
> > Third, since you are estimating the coefficients of a simple regression,
> > you might use the -normden- command in your likelihood evaluator. Your
> > likelihood functions seems to have missed the normal density altogether.
> > Here is what your lf program might be:
> >
> > clear
> > capture program drop myprog
> > program define myprog
> > version 8.1 /* I assume you are using version 8.1 */
> > args lnf theta1 theta2
> > quietly replace 'lnf'= ln(normden($ML_y1, `theta1', `theta2'))
> > end
> >
> > Then you can do the following from the command line:
> >
> > .ml model lf myprog (reg: name of dependent variable = name of
> > independent variables) () /* The second bracket is for theta2 which will
> > give an estimate of the error variance. */
> >
> > .ml check /* This will check your program for possible errors; if it
> > shows that your program has passed all tests, then go ahead and do the
> > next step. */
> >
> > .ml max
> >
> > Now, you should get the results.
> >
> > HTH,
> >
> > Deepankar Basu
> >
> >
> >
> >
> > On Thu, 2006-06-15 at 16:59 +0530, Suddhasil Siddhanta wrote:
> >> Dear Nick,
> >>
> >> I am now facing a problem in getting results for ml estimation in
> >> stata.
> >>
> >> the program that I have writen in a lf file is:-
> >>
> >> program define myprog
> >>
> >> args lnf theta1 theta2
> >>
> >> quietly replace
> >> 'lnf'= -.5*ln(2*_pi)-.5*ln('theta2')-.5*(($ML_y1-'theta1')^2)/'theta2'
> >>
> >> end
> >>
> >> the statistical details that I have used to form the program is
> >> 1. the dependent vriable is normally distributed
> >> the log likelihood is
> >>
> >> ]
> >>
> >>
> >> then in the command window I typed
> >>
> >> . ml model lf myprog (reg: name of dependent variable = name of
> >> independent
> >> variables)
> >>
> >> . ml maximize
> >>
> >> now i am getting the eror 198 invalid name
> >>
> >> please suggest me what i am doing wrong
> >>
> >>
> >>
> >> Best,
> >>
> >>
> >> suddhasil
> >>
> >>
> >>
> >> ----- Original Message -----
> >> From: "Nick Cox" <[email protected]>
> >> To: <[email protected]>
> >> Sent: Thursday, June 08, 2006 6:29 PM
> >> Subject: st: RE: Fw: regarding stata MLE
> >>
> >>
> >> > This is already programmed for you as -regress-.
> >> >
> >> > Nick
> >> > [email protected]
> >> >
> >> > N.B. Please do not send HTML to the list.
> >> >
> >> > Suddhasil Siddhanta
> >> >
> >> > I've just begun with the maximum likelihood with Stata.
> >> >
> >> > Can you please help me in this regard. My estimation equation is a
> >> > linear
> >> > one with normal distribution.
> >> >
> >> > Y = constant + ax1 +b x2, where y is the dependent variable, a, b are
> >> > the
> >> > coefficient and x1, x2 are the independent variables.
> >> >
> >> > Can you please help me in providing a programme that will run for the
> >> > equation.
> >> >
> >> > *
> >> > * For searches and help try:
> >> > * http://www.stata.com/support/faqs/res/findit.html
> >> > * http://www.stata.com/support/statalist/faq
> >> > * http://www.ats.ucla.edu/stat/stata/
> >> >
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
