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From | "Miguel Angel Duran" <maduran@uma.es> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: Does ml requires a non-linear function to have a linear part? |
Date | Fri, 26 Apr 2013 14:30:51 +0200 |
In all the examples that I have been able to find about how to use ml to estimate a non-linear equation, there is always a linear part that makes it possible to specify the dependent variable. Nevertheless, the equation I am trying to estimate does not have that linear part. Can anyone help me to know whether I can use ml (and how if it were possible)? Just to explain myself beter, this is my equation, vdmean = b*vlagmean^c*(1-vlagmean) And this is one of the things what I have tried to do, . program datos4mean 1. version 10.1 2. args lnf theta2 theta3 sigma 3. quietly replace `lnf' = ln(normalden($ML_y1, `theta2' * vlagmean^`theta3' * (1-vlagmean), `sigma')) 4. end . ml model lf datos4mean (vdmean=mlagmean, nocons) (theta2:) (theta3:) (sigma:), vce(robust) . ml check RESULT: datos3mean HAS PASSED ALL TESTS . ml maximize And I get this message, initial: log pseudolikelihood = -72.946848 rescale: log pseudolikelihood = 219.01781 rescale eq: log pseudolikelihood = 219.52686 could not calculate numerical derivatives flat or discontinuous region encountered r(430); * * 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/