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st: ML estimation using stata
From
Sridhar Telidevara <[email protected]>
To
[email protected]
Subject
st: ML estimation using stata
Date
Thu, 15 Apr 2010 13:25:41 -0400
ML estimation is not able to find feasible values for the following program.
X is a dummy variable in the data. I defined X to be a global
variable and gave the name x1 to X.
global x1 X
program define myprog
version 11
args todo b lnf
tempvar theta1 theta2
mleval `theta1'=`b', eq(1)
mleval `theta2'=`b', eq(2) scalar
quietly {
mlsum `lnf' = $x1*(ln((exp(-`theta1')*$ML_y1)^(exp(-`theta2'))*exp(-`theta2')/((1+(exp(-`theta1')*$ML_y1)^(exp(-`theta2')))^2*$ML_y1))...
:
:
:
}
ml check resolves x1 to X. However, it is unable to find feasible
values. I guess it's the problem with x1. Otherwise it's a simple
program. can somebody please help?
Thanks,
Sridhar
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