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| From | Maarten Buis <maartenlbuis@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Re: st: 回复： st: error report with ml check |
| Date | Fri, 16 Sep 2011 09:48:19 +0200 |
On Thu, Sep 15, 2011 at 10:18 PM, �张 <victerzj2@yahoo.com.cn> wrote: >The likelihood evaluator I wrote is like this: > program mybiprobit2_lf > version 9.1 > args lnf xb zc rho > quietly replace `lnf' = ln(binormal( `xb',`zc', `rho')) if $ML_y1 == 1 > quietly replace `lnf' = ln(binormal(-(`xb',`zc', `rho'))) if $ML_y1 == 0 > end > This code is simply mimicing the code for probit case. The probit case is like this > program myprobit_lf > version 9.1 > args lnf xb > quietly replace `lnf' = ln(normal( `xb')) if $ML_y1 == 1 > quietly replace `lnf' = ln(normal(-`xb')) if $ML_y1 == 0 > end > > Therefore, I dont quite understand why the negative sign should be removed. That is for many reasons not the correct generalization of the probit likelihood to the biprobit likelihood. You can see a correct implementation of the likelihood function by typing in Stata -viewsource bipp_lf.ado-. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/