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# st: Maximum Likelihood

 From Hitomi Amaya <[email protected]> To [email protected] Subject st: Maximum Likelihood Date Tue, 1 Apr 2014 11:52:39 -0700 (PDT)

```Hello,

I defined the following maximum likelihood program for bivariate probit
model.
STATA gave me an error "unknown function 1-()".
I found William Gould of Stata corp mentioning:
"Never code 1-normprob(z).  Code instead normprob(-z), which is far more
accurate."
to Deborah who raised a similar question on this STATA list.

However, as you can see in my code below, I have 1-(normprob(z)^131) instead
of 1-normprob(z).
I cannot easily convert it into a form without using 1-(...).

I read "Maximum Likelihood Estimation with Stata", but I couldn't find a
solution.
I would very much appreciate it if anyone could come up with a solution to
this problem.

There is my code (which is a modification of the code written by Antoine,
also found on the STATA list):

program define mybiprobt
args lnf theta1 theta2 theta3
tempvar TH
quietly gen double
`TH'=((exp(`theta3')-exp(-`theta3'))/(exp(`theta3')+exp(-`theta3')))
quietly replace
`lnf'=(ln(binorm(-`theta1',-`theta2',`TH'))-ln((1–(normprob(-‘theta2'))^131)^(1/48)))
if \$ML_y1==0 & \$ML_y2==0
quietly replace
`lnf'=(ln(binorm(-`theta1',`theta2',-`TH'))-ln((1–(normprob(-‘theta2'))^131)^(1/48)))
if \$ML_y1==0 & \$ML_y2==1
quietly replace
`lnf'=(ln(binorm(`theta1',-`theta2',-`TH'))-ln((1–(normprob(-‘theta2'))^131)^(1/48)))
if \$ML_y1==1 & \$ML_y2==0
quietly replace
`lnf'=(ln(normprob(`theta2')-binorm(-`theta1',`theta2',-`TH'))-ln((1–(normprob(-‘theta2'))^131)^(1/48)))
if \$ML_y1==1 & \$ML_y2==1
end

Thank you.
Hitomi Amaya

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