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Re: st: maximum likelihood estimation similar to Poi 2002
From
"Brian P. Poi" <[email protected]>
To
[email protected]
Subject
Re: st: maximum likelihood estimation similar to Poi 2002
Date
Mon, 28 Mar 2011 08:00:14 -0400
On 3/27/2011 10:51 PM, Alex Olssen wrote:
Dear Statalist,
I am trying to manually estimate a system similar to the QUAIDS system
estimated in Poi's article in The Stata Journal, 2002, 2 (4).
A crucial difference is that I do not what to impose symmetry on my
coefficients like Poi did.
However my code doesn't seem to quite work. I have fixed a couple of
problems but now when I try the command
ml search
I get the error
"b not found"
I suspected I had not put `' around a local somewhere but have checked
several times for this.
The easiest way to find problems like this is to turn on -ml trace-
before calling -ml maximize-:
. ml model ...
. ml trace on
. ml maximize
-ml trace- is like -set trace-, except it only shows a trace of your
likelihood evaluator and not everything that -ml- does behind the scenes.
I was wondering if anybody would be interested enough to quickly look
through my code - altogether it is less than 80 lines long and this
includes spacing and comments for readability.
It makes a call to the program vec_sum.ado which was written by Poi
and can be accessed through the command
net sj 2-4
net install st0029
Finally, I am aware that in The Stata Journal, 2008, 8 (4), that Poi
provided another way to estimate QUAIDS using nlsur.
However I am particularly interested in the log-likelihood value
associated with my estimation and do not know of away to recover it
following nlsur.
-nlsur- with the "ifgnls" option stores the log-likelihood in e(ll).
Just type in
. display e(ll)
after -nlsur- to see it. If the only twist on your model is that you
don't impose symmetry, -nlsur- can handle it. The -ml- version is of
course fine, it's just much slower for this type of problem.
-- Brian Poi
-- [email protected]
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