st: RE: RE: Maximum Likelihood

[Joe Canner <jcanner1@jhmi.edu>]

Tim, I thought the same thing at first about the function names.  Apparently, these are outdated versions which are undocumented but still work.  For example,  normprob() was replaced by normal().  Perhaps  the new version solves the accuracy problem that Bill Gould warned about.

Hitomi, see my response on statalist.org regarding a syntax error that may be causing your problem.

Regards,
Joe Canner

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Timothy Mak
Sent: Wednesday, April 02, 2014 5:41 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: Maximum Likelihood

Hi, 

I see a number of strange codings in your codes below: 

1. I did "search normprob" and "search binorm". Apparently, Stata doesn't have these functions. I suspect this is what Stata is complaining. Perhaps you want "binormal()" and "normal()" instead??? Try typing 

help functions

to see what are acceptable Stata functions

2. Try not to use too many ^ if you can. E.g. ln(x^y) = y*ln(x). e.g. if you type, 

di ln(10^1000)

you get a missing, but if you type

di 1000 * ln(10)

that's ok. 

That's all I can spot now. 

Tim

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Hitomi Amaya
Sent: 02 April 2014 02:53
To: statalist@hsphsun2.harvard.edu
Subject: st: Maximum Likelihood

Hello,

I defined the following maximum likelihood program for bivariate probit
model.
STATA gave me an error "unknown function 1-()".
I found William Gould of Stata corp mentioning:
"Never code 1-normprob(z).  Code instead normprob(-z), which is far more
accurate."
to Deborah who raised a similar question on this STATA list.

However, as you can see in my code below, I have 1-(normprob(z)^131) instead
of 1-normprob(z).
I cannot easily convert it into a form without using 1-(...).  

I read "Maximum Likelihood Estimation with Stata", but I couldn't find a
solution.
I would very much appreciate it if anyone could come up with a solution to
this problem.

There is my code (which is a modification of the code written by Antoine,
also found on the STATA list):

program define mybiprobt
args lnf theta1 theta2 theta3
tempvar TH
quietly gen double
`TH'=((exp(`theta3')-exp(-`theta3'))/(exp(`theta3')+exp(-`theta3')))
quietly replace
`lnf'=(ln(binorm(-`theta1',-`theta2',`TH'))-ln((1–(normprob(-‘theta2'))^131)^(1/48)))
if $ML_y1==0 & $ML_y2==0
quietly replace
`lnf'=(ln(binorm(-`theta1',`theta2',-`TH'))-ln((1–(normprob(-‘theta2'))^131)^(1/48)))
if $ML_y1==0 & $ML_y2==1
quietly replace
`lnf'=(ln(binorm(`theta1',-`theta2',-`TH'))-ln((1–(normprob(-‘theta2'))^131)^(1/48)))
if $ML_y1==1 & $ML_y2==0
quietly replace
`lnf'=(ln(normprob(`theta2')-binorm(-`theta1',`theta2',-`TH'))-ln((1–(normprob(-‘theta2'))^131)^(1/48)))
if $ML_y1==1 & $ML_y2==1
end

Thank you.
Hitomi Amaya




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