Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: RE: ml and parmby versus statsby
From
"S. Suetens" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: ml and parmby versus statsby
Date
Wed, 12 Dec 2012 15:52:43 +0000
Hi,
Is there anyone who can explain why maximum likelihood estimation gives different results under parmby as compared to statsby?
I have run the two commands below (based on the same likelihood function) and they give very different parameter estimates and standard errors.
statsby _b _se, by(id) saving("D:\Statsby.dta", replace) nodots: ml model lf MaxLik (lambda: strategy =) (rhosigma: RHO SIGMA, nocons), max difficult
parmby "ml model lf MaxLik (lambda: strategy =) (rhosigma: RHO SIGMA, nocons), max difficult", by(id) saving("D:\Parmby.dta", replace) quietly
Thanks in advance for any help.
Sigrid
Sigrid Suetens
Associate Professor
Department of Economics
Tilburg University
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/