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st: ml option "noclear" does not work with ml method "d0". Why?
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st: ml option "noclear" does not work with ml method "d0". Why?
Date
Tue, 7 Sep 2010 18:38:19 +0200 (CEST)
Hello all,
I do not understand why:
ml model lf test_ll (`lhs' = `rhs')
ml max, noclear
ml max
works fine, while the same doesn't with method d0?
STATA then reports: "type mismatch ml model not found".
In the end I want to have an estimator which penalizes the loglikelihood
after each iteration with a certain roughness-penalty. I've tried the
following:
ml model d0 test_ll (`lhs' = `rhs')
ml max, nooutput noclear iterate(1)
while e(converged)!=1 {
....
global penalty = $lambda*`penalty'
ml model d0 test_ll (`lhs' = `rhs')
ml max, search(off) nooutput noclear
....
}
But STATA complains with the mentioned message.
Any idea how I could solve this? I am thankful for every comment.
Daniel
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