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Re: st: a problem on ml command
Thanks, Maarten!
Best regards,
Jian
> Jian Zhang:
> Easiest way to do that is to use the -normalden- function like this:
>
> sysuse auto, clear
> capture program drop try1
> program try1
> args lnf xb ln_sigma
> quietly replace `lnf'=ln(normalden($ML_y1, `xb',
> exp(`ln_sigma')))
> end
>
> ml model lf try1 (price=mpg foreign) ()
> ml maximize
>
> If Stata has a function for the density you want to use preprogrammed
> than using it will generally result in more readable code and less
> bugs.
> HTH,
> Maarten
>
> --- Jian Zhang <[email protected]> wrote:
>
> > I am using ml command to do maximum likelihood estimation with normal
> > distribution of error terms. But the the result returned with an
> > error message.
>
> > Here is the code I wrote:
> >
> > capture program drop try1
> > program try1
> > args lnf theta1 theta2
> > quietly replace
> > `lnf'=-1/2*ln(`theta2')-1/2*($ML_y1-`theta1')
> > end
> >
> > ml model lf try1 (year=i firm) ()
> > ml maximize
> >
> > But the result shows as follows :
> > initial: log likelihood = -<inf> (could not be evaluated)
> > feasible: log likelihood = -97165.343
> > rescale: log likelihood = -60002.996
> > rescale eq: log likelihood = -60002.996
> > could not calculate numerical derivatives
> > discontinuous region with missing values encountered
> > r(430);
> >
> > end of do-file
> > r(430);
> >
>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting adress:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
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