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: how to estimate nonlinear MLE
From
Lizzy Zhang <[email protected]>
To
[email protected]
Subject
st: how to estimate nonlinear MLE
Date
Fri, 14 Dec 2012 14:57:07 -0500
I have a regression y=f(x)=ax1/bx2 (this is just an example. The true
equation is much more complicated than that)
And we want to estimate a and b.
What I wrote is
program define a
1. version 7
2. args lnf B1 B2 B3 sigma
3. tempvar res
4. qui gen double `res' = $ML_y1 -('B1'*$X1)/('B2'*$X2)
5. qui replace `lnf' = -0.5*ln(2*_pi)-ln(`sigma')-0.5*`res'^2/`sigma'^2
6. end
. ml model lf a ( price= mpg headroom)
. set seed 1
. ml search
But it doesn't work. Could anyone please let me know where is wrong?
Thanks so much!!!
Best,
Lizzy
*
* 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/