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Re: st: Constraints in the MLE
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: Constraints in the MLE
Date
Wed, 22 Jun 2011 13:25:41 +0200
On Wed, Jun 22, 2011 at 12:57 PM, Beatrice Crozza wrote:
> I am trying to perform a maximum likelihood with two constraints
> because I want to do a likelihood ratio test to see which model is
> better, the restricted or the unrestricted.
> My code works ( in the sense that I don't receive an error message),
> however, the value of the log likelihood that I receive is always the
> same, whatever the constraint that I impose.
<snip>
> constraint 1 m=e
> constraint 2 g=p
> ml model lf myprog (a:) (d:) (m:) (e:) (g:) (p:), technique(bfgs)
> constraint(1-2)
m, e, g, and p are equations so your -constraint- does not do what you
think it does. Try something like -constraint 1 [a]_cons = [e]_cons-.
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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