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# st: Re: st: 回复： st: Re: st: 回复： st: error report with ml check

 From Maarten Buis <[email protected]> To [email protected] Subject st: Re: st: 回复： st: Re: st: 回复： st: error report with ml check Date Mon, 19 Sep 2011 10:38:02 +0200

```On Fri, Sep 16, 2011 at 9:38 PM, �张 <[email protected]> wrote:
> Hi, Maarten:
> Thank you for your reply. I have read the bipp_lf.ado. It is really quite different from what I wrote. Right now, I am just working on the simplest case, the linear restriction case.
>
> The code for the linear restriction case is like this:
> program define bipp_lf
>         version 6.0
>         local ll    "`1'"  /* Log l */
>         local xb1   "`2'"  /* x1*b1 */
>         local xb2   "`3'"  /* x2*b2 */
>         local kappa "`4'"  /* atanh(rho)   */
>
>
>         local rr = (exp(2*`kappa')-1) / (exp(2*`kappa')+1)
>
>         if `kappa' < -18 { local rr = -1 }
>         if `kappa' >  18 { local rr =  1 }
>
>         quietly {
>                 replace `ll' = binorm(`xb1',`xb2',`rr')
>                 replace `ll' = 1-`ll' if \$ML_y1 == 0
>                 replace `ll' = log(`ll')
>         }
> end
>
> I have several questions regarding the code:
> What does those "`1'" , "`2'" , "`3'" , "`4'"  stand for? I can understand the explaining part behind them. However, I dont see where you use those 1,2,3,4.

This is code by StataCorp not me, so I can only guess. this looks to
me like old code that precedes or chose not to use -args-. If you call
a program, than the first argument will be assigned to local `1', the
second to `2', etc. -args- will do the same as those lines.

> Why do you need to generate kappa? Why do you use the function
atanh(.) to generage kappa? For rr, did you parameterized kappa so
that the range can be (-infinity, infinity), which is as the technique
note on P56 of Maximum Likelihood Estimation in Stata, Gould, Pitblado
and Sribney, Stata Press: 3d ed., 2006?  If not, why do you generate
rr?

Again, I did not write this code, so I can still only guess. This
looks like it maximizes with respect to the Fisher's z transformed
correlation coefficient.

> Where do 18 and -18 come from?

My guess would be from either experience or simulations or both.

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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