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RE: st: Displaying current parameter estimates during ml max?


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: Displaying current parameter estimates during ml max?
Date   Wed, 20 Dec 2006 21:57:09 -0000

This is a distinction without a difference. The 
trick is merely to make sure that your own program
can pass options to -ml-. That will usually be
via a wildcard. After all, this is precisely what
many official commands do that get -ml- to do 
the heavy lifting. 

Nick 
[email protected] 

Feiveson, Alan
 
> for "official" commands, yes...but if you write your own -ml- program,
> -trace- comes as an option to -ml maximize- so in your -ml program you
> need something like
> 
> ml maximize, trace
> 
> If you want to have the trace turned on or off interactively, I think
> you need to include it as an argument or option in your ml program. 
 
smerryman

> -trace-
> 
> For example:
> 
> . probit fore gear head, trace
> 
> Iteration 0:   log likelihood =  -45.03321
>                     0          0  -.5321897
> Iteration 1:   log likelihood = -24.664128
>              1.907905  -.0665373  -6.200864
> Iteration 2:   log likelihood = -21.824468
>              2.885617  -.1040464  -9.266334
> Iteration 3:   log likelihood = -21.512585
>              3.320682  -.1300716  -10.62843
> Iteration 4:   log likelihood = -21.506876
>              3.388441  -.1351156  -10.83891
> Iteration 5:   log likelihood = -21.506874
>              3.389793  -.1352324  -10.84307

Rachel 

> > Is there some option in ml that can make stata do this?  I'm 
> > interested in displaying the parameter vector b, not the predicted 
> > values xb.

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