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From |
Gordon Burtch <gburtch@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Reversed coefficient sign for exponential MLE vs. ereg |

Date |
Fri, 27 Jan 2012 20:41:50 -0500 |

Sorry, For those who are not familiar with ereg syntax: "ereg y" is equivalent to "streg, dist(exponential) nohr". My code output is included below, at the end of the e-mail. The coefficient estimates should be the same I think, though obviously I've done something wrong since the sign is reversed. Regards, Gord =======STATA OUTPUT . ml model lf myexponential (y=) . ml max initial: log likelihood = -791.33107 alternative: log likelihood = -804.68437 rescale: log likelihood = -766.08921 Iteration 0: log likelihood = -766.08921 Iteration 1: log likelihood = -765.96116 Iteration 2: log likelihood = -765.96115 Number of obs = 1000 Wald chi2(0) = . Log likelihood = -765.96115 Prob > chi2 = . ------------------------------------------------------------------------------ y | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- _cons | -.2340388 .0316228 -7.40 0.000 -.2960184 -.1720593 ------------------------------------------------------------------------------ . streg, dist(exponential) nohr failure _d: 1 (meaning all fail) analysis time _t: y Iteration 0: log likelihood = -1607.5347 Iteration 1: log likelihood = -1607.5347 Exponential regression -- log relative-hazard form No. of subjects = 1000 Number of obs = 1000 No. of failures = 1000 Time at risk = 791.3310721 LR chi2(0) = 0.00 Log likelihood = -1607.5347 Prob > chi2 = . ------------------------------------------------------------------------------ _t | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- _cons | .2340388 .0316228 7.40 0.000 .1720593 .2960184 ------------------------------------------------------------------------------ On 2012-01-27, at 8:23 PM, Christopher Baum wrote: > <> > I am trying to implement the ereg (exponential regression) estimator using ML, and am encountering something odd. I have written a .do file as follows... > > program define myexponential > version 10.0 > args lnf x > local lambda = exp(`x') > quietly replace `lnf' = ln(`lambda') - `lambda'*$ML_y1 > end > > > As ereg has been obsolete since Stata version 8, why not frame this question in terms of currently supported and documented commands? Unless someone > has a Stata 7.0 manual, how would they know what the syntax for ereg is? > > Kit > > Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html > An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html > An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html > > > * > * 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/

**Follow-Ups**:**Re: st: Reversed coefficient sign for exponential MLE vs. ereg***From:*Maarten Buis <maartenlbuis@gmail.com>

**References**:**re: st: Reversed coefficient sign for exponential MLE vs. ereg***From:*Christopher Baum <kit.baum@bc.edu>

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