Re: st: How to retrieve parameter estimates from an ML program, so they can be used in estimation of expected values, variances, etc...

[SLG Brilleman <sam.brilleman@bristol.ac.uk>]

Thanks for the references. I will investigate.

Will post some skeleton code on extracting the estimates if successful!

I realise the survival framework contains the generalised gamma, and my 
parameterisation in the code below is the same that used by Stata, however 
I kind of desire the ability to construct manual predictions (not least 
because it is a scary thought knowing that I cannot!).

Thanks again,
Sam.

--On 29 March 2010 06:22 -0700 Maarten buis <maartenbuis@yahoo.co.uk> wrote:

> --- On Mon, 29/3/10, SLG Brilleman wrote:
> > I have recently written a program for ml estimation using
> > the generalized Gamma distribution. The estimation routine
> > seems to run fine and will produce estimates of the
> > coefficients for the linear predictor (mu), and estimates of
> > the two shape parameters (sigma and kappa).
> >
> > My problem is that I want to estimate the expected value of
> > yi (i.e. the individual predictions) - an equation involving
> > estimates of all three parameters (mu, sigma, kappa). I am
> > reasonably new to STATA and cannot figure out the syntax to
> > retrieve and store the estimates of mu, sigma, and kappa, so
> > that I can generate the new variable yi.
> >
> > I have tried 'ereturn', 'scalar' and 'gen' statements both
> > within the program and externally after ml maximise (when
> > outside the program I have the additional problem of
> > distinguishing between the two shape parameters currently
> > both _cons in the output).
>
> You can use predict to get the linear predictors, you can also
> write your own predict sub-program, which will be called by
> -predict- automatically create more complicated predictions.
> See for example -viewsource logit_p.ado-. A really indispensable
> book when writing this kind of programs in Stata is:
> http://www.stata.com/bookstore/mle.html
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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----------------------
Sam Brilleman
Academic Unit of Primary Health Care
University of Bristol
25/27 Belgrave Road
Bristol  BS8 2AA

0117 331 3868
sam.brilleman@bristol.ac.uk
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