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Re: st: Help with maximum likelihood estimation


From   "Stas Kolenikov" <[email protected]>
To   [email protected]
Subject   Re: st: Help with maximum likelihood estimation
Date   Tue, 26 Aug 2008 12:38:58 -0500

Without looking much into what your code does -- did you run -ml
check-? May be your model is not identified, or something, so that
your likelihood cannot be evaluated at all. -ml trace- might help with
problems, too.

Looks like your -forvalues j- cycles replace the `cv' variable with
the last offer_hat`j' variable rather than the average of any kind.
Check your code if that's what you want to do.

You might also be able to use -gllamm- for your purposes.

On Tue, Aug 26, 2008 at 4:54 AM, Alexander Shevchenko <[email protected]> wrote:
> Hi, statalisters.
>
> I am trying to build a Maximum likelihood model. It is a binary choice model where a choice depends on utilities of alternative. First alternative (sv) is a utility of "offer" and a second one (cv) is a simple average of "offer_hat`j'". There are 680, 364, 165, 56, 10 and 2 variables "offer_hat`j'" in 1st, 2nd and so on periods respectively. Prior to estimation I have generated variable "i" that contains 680, 364, 165, 56, 10 and 2 for the respective time periods.
>

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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