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st: Maximum Likelihood Estimation


From   Ewen Clark <[email protected]>
To   [email protected]
Subject   st: Maximum Likelihood Estimation
Date   Thu, 30 Mar 2006 15:33:05 -0700

This is a simple question regarding maximum likelihood estimation.

If I try to maximize the log-likelihood function:

ln[1 - exp(theta)/(1+exp(theta)]

using the commands

ml model mylikelihood (variable)
ml maximize

should I get the same result as if i use the log-likelihood function:

ln[1- exp(b0 + b1* $ML_y1/(1+exp (b0 + b1* $ML_y1)]

with the commands

ml model mylikelihood2 (variable = )
ml maximize
---------------------------------------------------------------
If the results should be different between the two methods...........why?
If the results should be the same...........which is best?

Many thanks in advance for any comments
Ewen
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