--- "Mentzakis, Emmanouil" <[email protected]> wrote:
> When estimating a LogL function with -ml-, e.g.
>
> program test
> version 9.1
> args lnf xb theta1
> qui replace `lnf' = ln(...) if $ML_y1 == 1
> qui replace `lnf' = ln(...) if $ML_y1 == 2
> .
> .
> .
> end
>
> ml model lf test (y= ) / theta1
> ml maximize
>
> How does Stata know that -xb- corresponds to the first equation and
> -theta1- to the second?
>
> Should the order that the arguments appear in -args- be the same as
> the order they appear in the LogL?
I had a quick look around and I did not find an explicit statement of
that. Though by its very nature the use of the -args- command suggests
that it is the order in which the equations appear in the -ml model-
command (see: -help args-). This is confirmed by the quick experiment
below:
*-------------- begin example -----------------------
sysuse auto, clear
capture program drop mynormal_lf
program mynormal_lf
version 8.1
args lnf mu sigma
quietly replace `lnf' = ln(normden($ML_y1, `mu', `sigma'))
end
ml model lf mynormal_lf (mpg = weight displacement) ()
ml search
ml maximize
ml model lf mynormal_lf () (mpg = weight displacement)
ml search
ml maximize
exit
*-------------------- end example --------------------------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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