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Re: st: ML estimation


From   Hung-Jen Wang <[email protected]>
To   [email protected]
Subject   Re: st: ML estimation
Date   Tue, 21 Oct 2003 07:44:39 +0800

Tuesday, October 21, 2003, 5:27:53 AM, Jitian Sheu wrote:

> Dear listers:

> I am doing MLE using command in Stata, -ml-

> before I type: ml maximize, following the instruction of booklet of "Maximum
> Likelihood Estimation with Stata"(by William Gould and William Sribney).
> I type: -ml check- first

> The luck thing is that after -ml check-, the information I got is that the
> program I wrote has passed the all tests.
> It seems that my estimation may go well.

> however, when I type: -ml maximize-

> the information I get is as follows:

> initial:       log likelihood = -2262.0106
> rescale:       log likelihood =  -566.9123
> rescale eq:    log likelihood = -319.86063
> initial values not feasible
> r(1400);

Try different initial values. You should find -ml plot- and -search-
particularly helpful in this regard.

HJW

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