Thanks a lot, Mike. I tried your suggestion by adding a line
replace LL = `lnj'
in the d0 evaluator program. I then generated LL and ran the program:
gen LL = 99
myestimator ....
. sum LL
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
LL | 6840 99 0 99 99
It seems like nothing happened to the LL variable at all. However, the
program will complain if I -drop- LL :
variable LL not found
r(111);
So, whatever is being done to LL along the way, is also being undone
again. I'm slightly puzzled.
Eva
2008/10/10 Michael Anthony Carlton <[email protected]>:
> The easiest thing to do would be to create a variable likesave in your
> dataset before you run the program. Then within the program simple add a
> line:
> quietly replace likesave =`lnf'
>
> This will leave you with the log-likelihood value for each observation for
> the last iteration of the problem, which is presumably what you want.
>
> Mike
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Eva Poen
> Sent: Friday, October 10, 2008 8:46 AM
> To: Statalist
> Subject: st: -ml- : how to save the likelihood contribution for each
> observation in a variable?
>
> This is what I'm trying to implement:
> In my d0 likelihood evaluator, I would like to save the likelihood
> contribution (`lnf') for each observation in a variable, for later
> use. However, the newly created variable doesn't seem to be touched by
> the d0 evaluator, but there is no error message either.
>
> Here is what's in my estimation program:
> /*----mm3w0w1.ado---*/
> ...
> // save likelihood?
> if "`llsave'" != "" {
> confirm new variable `llsave'
> tempvar likesave
> qui gen double `likesave' = .
> global LL_save "`likesave'"
> }
> ...
> ml model d0 ...
> ml maximize ...
> ...
> // save likelihood?
> if "`llsave'" != "" {
> qui gen double `llsave' = `likesave'
> }
> ...
> /*-------------------------*/
>
> where llsave() is an option to the program, which takes the new
> variable name. The idea is to save a (temporary, in case the program
> fails) variable name in $LL_save, and then process it in the
> likelihood evaluator. In the evaluator, I have:
>
> /*----mm3w0w1_d0.ado---*/
> ...
> ...
> gen double `lnj' = ...
>
> // save likelihood?
> if "$LL_save" != "" {
> replace $LL_save = `lnj'
> }
>
> mlsum `lnf' = `lnj'
> ...
> /*-------------------------*/
>
> The program runs fine (without error) and produces the expected
> results, apart from the new variable. This variable will still be what
> I set it to in mm3w0w1.ado in the first place. Can someone tell me
> where the mistake is? I have a feeling that I'm missing something very
> obvious.
>
>
> Thanks,
> Eva
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