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| From | "S. Suetens" <S.Suetens@uvt.nl> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| 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
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