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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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