Re: st: question RE -ml- and ancillary parameters

[Phil Schumm <pschumm@uchicago.edu>]

On May 15, 2007, at 2:25 PM, Jeff Pitblado, StataCorp LP wrote:
> Phil's first instinct is definitely a reasonable approach.
>
> While -ologit- and -oprobit- put an upper limit on the number of  
> outcomes, -ml- does not put a limit on the number of equations.   
> The only limit is on the length of a command line (see -help  
> limits-).  Thus if you can type it into a command line, Stata's -ml  
> model- command can parse it.
>
> The only other limiting factor I can think of for -ml- would be due  
> to the numerics of the model fit for a given dataset--some datasets  
> with wide but sparsely supported dependent variables could provide  
> serious challenges for convergence.

Thanks to Jeff, Richard, and Maarten for your comments; this  
certainly make me feel better about continuing along this path.  WRT  
the convergence issues raised by Jeff, while this is certainly a  
concern, there is in this case quite a bit of structure to the  
problem that can be exploited to facilitate fitting (I left these  
details out of my message).  However, if I do run into problems, I  
may return to the Statalist well.


-- Phil

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