Richard, thanks that was very helpful. It seems to work!
Richard Williams
<Richard.A.Williams
[email protected]> To
Sent by: [email protected],
owner-statalist@hsp [email protected]
hsun2.harvard.edu cc
Subject
06/18/2008 12:59 PM Re: st: User-defined MLE problem: How
would you solve this?
Please respond to
statalist@hsphsun2.
harvard.edu
At 11:32 AM 6/18/2008, [email protected] wrote:
> Below you find the .ado file and the command I used for this
> problem. However
> I know they are not correct, since my setup estimates 2 x-coefficients
> defined by the mu1 and mu2 equations, but I only want to
> estimate one for the
> dependent variable j: b_j. What to do such that the intercepts
> in mu1 and mu2
> are different, but b_j are identical?
>
> program LDV
> version 9.2
> args lnf mu1 mu2 sigma
> quietly replace `lnf'=ln(1/(2*_pi*(`sigma'^2)))-(1
> /(2*(`sigma'^2))*($ML_y1-`mu1'))^2 if $ML_y1<0
> quietly replace `lnf'=ln(1/(2*_pi*(`sigma'^2)))-(1
> /(2*(`sigma'^2))*($ML_y1-`mu2'))^2 if $ML_y1>0
> quietly replace
> `lnf'=ln(normalden(-`mu2',0,`sigma')-normalden(-`mu1',0,`sigma')) if
> $ML_y1==0
> end
>
>
> Stata command: ml model lf LDV (mu1: y=x) (mu2: y=x) (sigma:)
Perhaps the constraints option would do it. Try
constraint 1 [#1]x = [#2]x
ml model lf LDV (mu1: y=x) (mu2: y=x) (sigma:), constraint(1)
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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