[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
Maarten buis <[email protected]> |

To |
[email protected] |

Subject |
Re: st: RE: difficult ML program |

Date |
Tue, 4 Mar 2008 21:08:14 +0000 (GMT) |

If `theta1' = `theta2' than you can just replace all instances of `theta2' with `theta1'. That is the whole point of that constraint. Also, if this is a survival model, have you looked at whether it is not already implemented in -streg-? Finally, if you want to use -ml- than "Maximum Likelihood Estimation with Stata" by William Gould, Jeffrey Pitblado, and William Sribney (http://www.stata.com/bookstore/mle.html) is invaluable. Hope this helps, Maarten --- Lenny Stoeldraijer <[email protected]> wrote: > Hi Maarten, > > But how can I do that if the coefficient is multiplied by different > covariates? Then I have a problem in defining the 'ml model lf > myml'-part. > > [I saw the redundancy too: it had something to do with how the ml > function looked. But that would not give a problem, doesn't it?] > > Best, > > Lenny > > 2008/3/4, Maarten buis <[email protected]>: > > generally, if you want to use the same parameter twice in a > likelihood > > function, than just do exactly that, i.e. use `theta1' both times > and > > remove `theta2' from the -args- command. > > > > also there is some redundancy: > > > > qui gen double `ua' = exp(...) > > qui replace `lnf' = log(`ua') > > > > can be replaced by: > > > > qui replace `lnf' = ... > > > > -- Maarten > > > > --- Nick Cox <[email protected]> wrote: > > > > > My guess is that you need to hide less and show and explain more. > > > > > > If you -set trace on- where does the program crash? > > > > > > The error code you cite, 111, is invalid syntax, which by itself > is > > > not helpful. > > > > > > replace`lnf' = log(`ua') > > > > > > would very probably not work. There needs to be a space after > > > -replace-. > > > > > > > > > Nick > > > [email protected] > > > > > > Lenny Stoeldraijer > > > > > > I'm trying to make my own maximum likelihood model, but I can't > get > > > it > > > right. The first part looks okay (I think), but then I have to > define > > > the function which is called ua, which looks like: > > > exp(uncc*(b+hazu)-exp(b)*survu), where b is the coefficient to be > > > estimated. This coefficient is thus used twice but once with an > > > exponential. So far, my code looks like this (I've left some > parts > > > out): > > > > > > program define myml > > > args lnf covu lu0 lu1 lu2 ... theta1 theta2 > > > tempvar hazu survu ua > > > quietly gen double `hazu' = > `covu'+`lu0'+dtu1*`lu1'+dtu2*`lu2'+... > > > quietly gen double `survu' = > > > exp(`covu'+`lu0')*(btu0+btu1*exp(`lu1')+btu2*exp(`lu2')+... > > > quietly gen double `ua' = exp(`theta1'+uncc*`hazu'-`theta2') > > > replace`lnf' = log(`ua') > > > end > > > ml model lf myml (covu: ... , nocons) (luo: ... , nocons) > (lu1:...) > > > (lu2:...) ... (theta1: uncc) (theta2: `survu'), technique(bhhh) > > > > > > In the code I thus have different estimates for the b (once in > theta1 > > > and once in theta2). I've tried to include a constraint (e.g. > > > b1=log(b2)), but then I get errors (111 for example). > > > > > > > > > * > > > * 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.docs.yahoo.com/nowyoucan.html > > * > > * 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/ > ----------------------------------------- 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.docs.yahoo.com/nowyoucan.html * * 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/

**References**:**Re: st: RE: difficult ML program***From:*"Lenny Stoeldraijer" <[email protected]>

- Prev by Date:
**Re: st: RE: difficult ML program** - Next by Date:
**Re: st: RE: difficult ML program** - Previous by thread:
**Re: st: RE: difficult ML program** - Next by thread:
**st: xmelogit error message** - Index(es):

© Copyright 1996–2024 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |