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Re: st: ML Max Non-Linear
From
Steven Archambault <[email protected]>
To
[email protected]
Subject
Re: st: ML Max Non-Linear
Date
Mon, 31 Jan 2011 20:58:16 -0700
This helps, thanks for the clarification.
On Mon, Jan 31, 2011 at 1:23 AM, Maarten buis <[email protected]> wrote:
> --- On Mon, 31/1/11, Steven Archambault wrote:
>> I have a clarification question on some non-linear
>> programming, which includes defining my log-likelihood
>> function as follows:
>>
>> -quietly gen double `sigma'=exp(`eta')-
>> -quietly replace
>> `lnL'=-.5*ln(2*_pi)-.5*ln((`sigma')^2)-.5*(yindx-`xb')^2/(`sigma')^2-
>>
>> I am ensuring sigma is positive.
>>
>> The results show eta as not significant (see below). I
>> assume this is not a big deal, just says that the null
>> that eta is not equal to 0. Here is the question In
>> this case, do I just assume sigma is 1?
>
> In your model eta=ln(sigma), so your null hypothesis is:
>
> ln(sigma) = 0, so sigma = exp(0) = 1
>
> This is an hypothesis, not an assumption.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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