Dear All
I have a question about maximize. If I type over the regression example in
the book about maximum likelihood of Stata (page 25) I will get a different
answer then using the inbuild function Reg in Stata. Below you can see the
outcome and programming of maximize and the outcome using reg. What do I do
wrong? I will program a complicated heckman model, but before I start I
want to know what I do wrong?
Regards,
Erik Brouwer
. program define myreg;
1. version 6;
2. args lnf theta1 theta2;
3. quietly replace `lnf'=ln(normd(($ML_y1-`theta1')/`theta2'))-ln
(`theta2');
4. end;
. ml model lf myreg (employ96=patent96 partne96) ();
. **ml check;
. **ml init eq1:_cons=120 eq2:_cons=704;
. **ml init 66.48697 167.9247 119.9818 704.13,copy;
. ml maximize;
initial: log likelihood = -<inf> (could not be evaluated)
feasible: log likelihood = -34155.307
rescale: log likelihood = -34155.307
rescale eq: log likelihood = -31302.083
Iteration 0: log likelihood = -31302.083
Iteration 1: log likelihood = -30754.718
Iteration 2: log likelihood = -30742.076
Iteration 3: log likelihood = -30741.23
Iteration 4: log likelihood = -30741.13 (backed up)
Iteration 5: log likelihood = -30741.105 (backed up)
Iteration 6: log likelihood = -30741.093 (backed up)
Iteration 7: log likelihood = -30741.087 (backed up)
numerical derivatives are approximate
nearby values are missing
numerical derivatives are approximate
nearby values are missing
Iteration 8: log likelihood = -30741.084 (backed up)
Number of obs =
3853
Wald chi2(2) =
35.58
Log likelihood = -30741.084 Prob > chi2 =
0.0000
------------------------------------------------------------------------------
employ96 | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
eq1 |
patent96 | 54.18778 30.66349 1.77 0.077 -5.91155
114.2871
partne96 | 136.86 26.63454 5.14 0.000 84.65728
189.0628
_cons | 132.7101 14.99855 8.85 0.000 103.3135
162.1067
-------------+----------------------------------------------------------------
eq2 |
_cons | 742.3306 9.178238 80.88 0.000 724.3416
760.3196
------------------------------------------------------------------------------
. reg employ96 patent96 partne96;
Source | SS df MS Number of obs =
3853
-------------+------------------------------ F( 2, 3850) =
29.77
Model | 29523053.7 2 14761526.9 Prob > F =
0.0000
Residual | 1.9088e+09 3850 495793.554 R-squared =
0.0152
-------------+------------------------------ Adj R-squared =
0.0147
Total | 1.9383e+09 3852 503200.477 Root MSE =
704.13
------------------------------------------------------------------------------
employ96 | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
patent96 | 66.48697 29.0777 2.29 0.022 9.477817
123.4961
partne96 | 167.9247 25.26359 6.65 0.000 118.3934
217.456
_cons | 119.9818 14.22229 8.44 0.000 92.09783
147.8657
------------------------------------------------------------------------------
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