Dear All,
I am still trying to perform my maximum likelihood. The point is that
I receive this error message:"could not calculate numerical
derivatives discontinuous region with missing values encountered". I
don't have any value that is equal to zero in my data. So maybe this
is a problem of inconsistency,there could be some values that go to
zero or infinity.
At this point I would like to simulate my maximum likelihood in order
to have initial feasible values.
Following my program for the maximum likelihood:
program define myprogr
version 10.0
args lnf a d b mo mq eo eq n g
tempvar ma md mb mmo mmq meo meq mn mg
quietly gen double `ma'=1-`a'
quietly gen double `md'=1-`d'
quietly gen double `mb'=1-`b'
quietly gen double `mmo'=1-`mo'
quietly gen double `mmq'=1-`mq'
quietly gen double `meo'=1-`eo'
quietly gen double `meq'=1-`eq'
quietly gen double `mn'=1-`n'
quietly gen double `mg'=1-`g'
quietly replace
`lnf'=ln((`a')*(`d')*((((`b')*(`mq')*(`g')+(`b')*(`mmq')*(`eq')*(`n'))^bq)*(((`mb')*(`mo')*(`g')+(`mb')*(`mmo')*(`eo')*(`n'))^bo)*(((`b')*(`mmq')*(`eq')*(`mn'))^sq)*(((`mb')*(`mmo')*(`eo')*(`mn'))^so)*(((`b')*(`mmq')*(`meq')+(`mb')*(`mmo')*(`meo'))^nt))+(`a')*(`md')*((((`b')*(`mmq')*(`eq')*(`n'))^bq)*(((`mb')*(`mmo')*(`eo')*(`n'))^bo)*(((`b')*(`mq')*(`mg')+(`b')*(`mmq')*(`eq')*(`mn'))^sq)*(((`mb')*(`mo')*(`mg')+(`mb')*(`mmo')*(`eo')*(`mn'))^so)*(((`b')*(`mmq')*(`meq')+(`mb')*(`mmo')*(`meo'))^nt))+(`ma')*((((`b')*(`eq')*(`n'))^bq)*(((`mb')*(`eo')*(`n'))^bo)*(((`b')*(`eq')*(`mn'))^sq)*(((`mb')*(`eo')*(`mn'))^so)*(((`b')*(`meq')+(`mb')*(`meo'))^nt))+2.71^(-745))
end
ml model lf myprogr (a:) (d:) (b:)(mo:)(mq:)(eo:)(eq:)(n:)(g:)
ml search
ml maximize, difficult
I would like to have simulated values for a,d,b,mo,mq,eo,eq,n,g
After end would should I write?
simulate....
Could you please help me? I am encountering many difficulties that i
don't know how to overcome.
Thanks a lot
Katia
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