No, there are 7 dependent variables (4 in the first equation and 3 in
the second equation) so this is ok - it looks like Sabah is using a
code for estimating double bounded CV models I posted on the list a
couple of months ago
<http://www.mata.co.uk/statalist/archive/2007-12/msg00121.html>.
Try this:
ml model lf double_cv_4 (xb: Y_Y_C N_N Y_N N_Y = rev_incm) (bid:
bid_intl bid_low bid_high = )
matrix b = 0,0,-1
ml init b, copy
ml maximize, search(off)
Arne
On 28/01/2008, Maarten buis <[email protected]> wrote:
> In your -ml model- statement you specify only 4 dependent variables
> (Y_Y_C, N_N, Y_N, and N_Y), while in log likelihood you use 7 ($MLy_1
> till $MLy_7). Surprisingly this does not lead to an error message, but
> to the model not converging. (I have made the same mistake before)
>
> Hope this helps,
> Maarten
>
> --- Sabah Abdullah <[email protected]> wrote:
>
> > Dear Stata Listserve:
> >
> > Presently I am working on MLE and was able to maximize some of my
> > data
> > but one of them refused to maximize the error message was could not
> > find feasible values
> > r(491); (see below for more details) . Hence, I tried to set initial
> > values but all I am receiving are error messages. Please see below
> > for
> > my commands and results.
> > Note I do not have any missing values. I will be grateful for any
> > suggestions or comments.
> >
> > Regards,
> >
> > Sabah
> > --
> >
> > COMMANDS:
> > capture program drop double_cv_4
> > program double_cv_4
> > version 9.2
> > args lnf xb bid
> > qui replace `lnf' = ln(invlogit($ML_y6*`bid'+`xb')) if $ML_y1 == 1
> > qui replace `lnf' = ln(invlogit(-($ML_y7*`bid'+`xb'))) if $ML_y2 ==
> > 1
> > qui replace `lnf' = ln(invlogit(-($ML_y6*`bid'+`xb')) - ///
> > invlogit(-($ML_y5*`bid'+`xb'))) if $ML_y3 == 1
> > qui replace `lnf' = ln(invlogit(-($ML_y5*`bid'+`xb')) - ///
> > invlogit(-($ML_y7*`bid'+`xb'))) if $ML_y4 == 1
> > end
> >
> >
> > ml model lf double_cv_4 (xb: Y_Y_C N_N Y_N N_Y = rev_incm) (bid:
> > bid_intl bid_low bid_high = )
> > ml maximize, difficult
> > ml graph
> >
> >
> > OUTPUT:
> > initial: log likelihood = -<inf> (could not be evaluated)
> >
> > could not find feasible values
> > r(491);
> >
> >
> >
> > What I decided to do following recommendation in MLE book by Gould et
> > al, 3rd edition---loading initial values from vectors:
> >
> > COMMANDS
> > . regress Y_Y_C rev_incm sexresp_male
> >
> > Source | SS df MS Number of obs
> > = 200
> > -------------+------------------------------ F( 2, 197)
> > = 2.52
> > Model | .527840655 2 .263920328 Prob > F
> > = 0.0827
> > Residual | 20.5921593 197 .104528728 R-squared
> > = 0.0250
> > -------------+------------------------------ Adj R-squared
> > = 0.0151
> > Total | 21.12 199 .106130653 Root MSE
> > = .32331
> >
> >
> ------------------------------------------------------------------------------
> > Y_Y_C | Coef. Std. Err. t P>|t| [95% Conf.
> > Interval]
> >
> -------------+----------------------------------------------------------------
> > rev_incm | 2.40e-06 2.92e-06 0.82 0.411 -3.35e-06
> > 8.15e-06
> > sexresp_male | .0917239 .0510439 1.80 0.074 -.0089387
> > .1923866
> > _cons | .0652509 .0386968 1.69 0.093 -.0110622
> > .1415639
> >
> ------------------------------------------------------------------------------
> >
> > . matrix b0 = e(b)
> >
> > . ml model lf double_cv_4 (xb: Y_Y_C N_N Y_N N_Y = rev_incm
> > sexresp_male) (bid: bid_intl bid_low bid_high = ) /sigma1
> > > /sigma2
> >
> > . ml init b0
> >
> > . ml maximize
> >
> > initial: log likelihood = -<inf> (could not be evaluated)
> >
> > could not find feasible values
> > r(491);
> >
> > . ml check
> >
> > Test 1: Calling double_cv_4 to check if it computes log likelihood
> > and
> > does not alter coefficient vector...
> > Passed.
> >
> > Test 2: Calling double_cv_4 again to check if the same log
> > likelihood value
> > is returned...
> > Passed.
> >
> >
> ------------------------------------------------------------------------------
> > The initial values are not feasible. This may be because the initial
> > values
> > have been chosen poorly or because there is an error in double_cv_4
> > and it
> > always returns missing no matter what the parameter values.
> >
> > Stata is going to use ml search to find a feasible set of initial
> > values.
> > If double_cv_4 is broken, this will not work and you will have to
> > press Break
> > to make ml search stop.
> >
> > Searching...
> > initial: log likelihood = -<inf> (could not be evaluated)
> > searching for feasible values
> >
> ........................................................................................
> > >
> >
> ....................................................................................................................
> > >
> >
> ....................................................................................................................
> > >
> >
> ....................................................................................................................
> > >
> >
> ....................................................................................................................
> > >
> >
> ....................................................................................................................
> > >
> >
> ....................................................................................................................
> > >
> >
> ....................................................................................................................
> > >
> >
> ........................................................................................................
> >
> > could not find feasible values
> > r(491);
> >
> >
> > . ml query
> >
> > Method: lf
> > Program: double_cv_4
> > Dep. variables: Y_Y_C N_N Y_N N_Y bid_intl bid_low bid_high
> > 4 equations:
> > xb: rev_incm sexresp_male
> > /bid
> > /sigma1
> > /sigma2
> > Search bounds:
> > xb: -inf +inf
> > /bid -inf +inf
> > /sigma1 -inf +inf
> > /sigma2 -inf +inf
> > Current (initial) values:
> > xb:_cons 35.081399
> > bid:_cons 58.844529
> > sigma1:_cons 30.126179
> > sigma2:_cons 73.279225
> > remaining values are zero
> >
> > .
> > end of do-file
> >
> >
> >
> >
> > ***********************************************
> > Ms. Sabah Abdullah
> > PhD Student
> > University of Bath
> > Department of Economics & Int'l Dev.
> > BATH
> > BA2 7AY
> > UNITED KINGDOM
> > *
> > * 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/
> >
>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
> __________________________________________________________
> Sent from Yahoo! Mail - a smarter inbox http://uk.mail.yahoo.com
>
> *
> * 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/
