Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: ml non-linear model
From
"Miguel Angel Duran" <[email protected]>
To
<[email protected]>
Subject
st: ml non-linear model
Date
Thu, 25 Apr 2013 18:50:23 +0200
I have estimated a non-linear function by means of ml. This is my first time
using ml. I would just like to be sure that I am doing things in a right
way. So if anyone could please check the following or make any
recommendation, I'd be very grateful.
My equation is,
vdmean = a*mvlagmean + b*vlagmean^c*(1-vlagmean)
Accordingly, I have done this in Stata,
. program datos3mean
1. version 10.1
2. args lnf theta1 theta2 theta3 sigma
3. quietly replace `lnf' = ln(normalden($ML_y1, `theta1' + `theta2' *
vlagmean^`theta3' * (1-vlagmean), `sigma'))
4. end
. ml model lf datos3mean (vdmean=mvlagmean, nocons) (theta2:) (theta3:)
(sigma:), vce(robust)
. ml check
RESULT: datos3mean HAS PASSED ALL TESTS
. ml maximize
...
Iteration 27: log pseudolikelihood = 223.93681
Number of obs =
66
Wald chi2(1) =
14.61
Log pseudolikelihood = 223.93681 Prob > chi2 =
0.0001
----------------------------------------------------------------------------
--
| Robust
vdmean | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
eq1 |
mvlagmean | .0171285 .0044818 3.82 0.000 .0083442
.0259127
-------------+--------------------------------------------------------------
--
theta2 |
_cons | .2233535 .110224 2.03 0.043 .0073184
.4393886
-------------+--------------------------------------------------------------
--
theta3 |
_cons | 12.01406 5.432059 2.21 0.027 1.367416
22.6607
-------------+--------------------------------------------------------------
--
sigma |
_cons | .0081322 .0013922 5.84 0.000 .0054036
.0108608
----------------------------------------------------------------------------
--
Miguel.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/