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From |
Maarten buis <[email protected]> |

To |
[email protected] |

Subject |
Re: st: truncation problem with an exponential : way around? |

Date |
Thu, 28 Jan 2010 10:17:06 -0800 (PST) |

--- On Thu, 28/1/10, László Sándor wrote: > I ran into a standard problem when coding up an estimator : > at a point to use simply Bayes' rule, I thought I'd > calculate proper likelihood from log-likelihood. This broke > down very fast for any test runs, and now I know why : the > number got that big that it became meaningless on a computer. > > If I want to keep my code general, so I cannot simply rescale > this or that variable, what else could I do? What is the > normal way out? The standard way is to keep working on the log-likelihood scale, so, for example, you would transform Bayes theorem as below: p(a|b) = p(b|a) p(a)/p(b) ln[p(a|b)] = ln[p(b|a) p(a)/p(b)] ln[p(a|b)] = ln[p(b|a)] + ln[p(a)] - ln[p(b)] Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: truncation problem with an exponential : way around?***From:*László Sándor <[email protected]>

**References**:**st: truncation problem with an exponential : way around?***From:*László Sándor <[email protected]>

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