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| From | Beatrice Crozza <beatrice.crozza@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: ml bounds |
| Date | Fri, 5 Mar 2010 10:42:28 +0000 |
The problem is how I wrote the restrictions, the code is fine without them. Could you please help to understand where I did a mistake? I wnat to impose these restrictions: m>0 e>0 1>=d>=0 1>=a>=0 Maybe I made a mistake in the way I wrote nlcom? Thanks Bea 2010/3/4 Stas Kolenikov <skolenik@gmail.com>: > so which part of the code returns the error message? What does -ml check- > say? You might also want to have -ml trace on- to see what's going on in > your evaluator. > > On Thu, Mar 4, 2010 at 1:20 PM, Beatrice Crozza > <beatrice.crozza@gmail.com>wrote: > >> Dear all, >> >> I tried to write my likelihood with the following restrictions for >> some parameters: >> m>0 >> e>0 >> 1>=d>=0 >> 1>=a>=0 >> >> following there is my code. >> >> However, I received as error message: estimates not found, so this >> means that I made a mistake in how I imposed the restrictions. >> >> Could you please help me to understand what I am doing wrong and how >> to solve the problem? >> >> Thank you very much for your help >> >> Bea >> >> >> program define myprog >> >> args lnf a d m e g p >> >> tempvar ma md mm me mg mp am dm omm em >> >> quietly gen double `am'=exp(`a')/(1+exp(`a')) >> quietly gen double `dm'=exp(`d')/(1+exp(`d')) >> quietly gen double `omm'=exp(`m') >> quietly gen double `em'=exp(`e') >> quietly gen double `ma'=1-`am' >> quietly gen double `md'=1-`dm' >> quietly gen double `mm'=1-`omm' >> quietly gen double `me'=1-`em' >> quietly gen double `mg'=1-`g' >> quietly gen double `mp'=1-`p' >> >> quietly replace >> >> `lnf'=ln((`am')*(`dm')*((((`mm')+(`omm')*(`em')*(`g'))^x1)*(((`omm')+(`mm')*(`em')*(`p'))^x2)*(((`mm')*(`em')*(`me'))^x3)*(((`mmo')*(`em')*(`mg'))^x4)*(((`mm')*(`mp'))^x5)*(((`mmo')*(`eo'))^x6))) >> >> end >> >> ml model lf myprog (a:) (d:) (m:) (e:) (g:) (p:) >> ml check >> ml search >> ml maximize, difficult >> >> nlcom (a: exp([am]_b[_cons])/(1+exp([am]_b[_cons]))) >> nlcom (d: exp([dm]_b[_cons])/(1+exp([dm]_b[_cons]))) >> nlcom (e: exp([em]_b[_cons])) >> nlcom (m: exp([omm]_b[_cons])) >> >> >> 2010/3/3 E. Paul Wileyto <epw@mail.med.upenn.edu>: >> > Please be aware that bounds only applies to search, and not to maximize. >> > Search looks for plausible initial values, not for the final mle. >> > >> > One way to place bounds on parameters is to replace the parameter in your >> > likelihood with a function that is bounded. For example, if you want to >> > make sure that your parameter A does not fall below 0, then replace it >> with >> > A=exp(b). ml will optimize parameter b, with bounds of minus to plus >> > infinity, but the parameter of interest, A, remains above 0. You can >> then >> > recover A and the standard error for A using nlcom. >> > >> > In a similar fashion, use a logistic function to create an upper and >> lower >> > bound. >> > >> > Paul >> > >> > Beatrice Crozza wrote: >> >> >> >> Dear All, >> >> >> >> I am doing a maximum likelihood and I would like to specify some >> >> bounds for my parameters. >> >> >> >> ml model lf myprog (a:) (d:) (m:) (e:) (g:) (p:) >> >> ml search >> >> ml maximize, difficult >> >> >> >> I read on the Stata manual that my bounds should be placed after ml >> >> search: >> >> >> >> bounds(ml_search_bounds) specifies the search bounds. The command ml >> >> model issues is ml search ml_search_bounds, repeat(#). >> Specifying >> >> search bounds is optional. >> >> >> >> My bounds should be: >> >> 0< e m, 0<=a d <=1 >> >> >> >> How should I write this after ml search? >> >> >> >> Thank you very much for your help. >> >> >> >> Bea >> >> * >> >> * 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/ >> >> >> >> >> > >> > -- >> > E. Paul Wileyto, Ph.D. >> > Assistant Professor of Biostatistics >> > Tobacco Use Research Center >> > School of Medicine, U. of Pennsylvania >> > 3535 Market Street, Suite 4100 >> > Philadelphia, PA 19104-3309 >> > >> > 215-746-7147 >> > Fax: 215-746-7140 >> > epw@mail.med.upenn.edu >> > * >> > * 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/ >> > >> >> * >> * 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/ >> > > > > -- > Stas Kolenikov, also found at http://stas.kolenikov.name > Small print: I use this email account for mailing lists only. > > * > * 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/ * * 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/