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       log:  /Applications/Stata/771ml3.smcl
  log type:  smcl
 opened on:  19 Jan 2004, 11:48:43



. 
. adotype norm1_lf
~/ado/personal/norm1_lf.ado:



program norm1_lf
        version 8.2
        args lnf mu sigma
        quietly replace `lnf' = ln(normden($ML_y1,`mu',`sigma'))
end



. 
. clear



. set obs 10
obs was 0, now 10



. g x = _n



. g y = 5 + 2*x + invnorm(uniform())



. summ



    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
           x |        10         5.5     3.02765          1         10
           y |        10    16.11174    6.241701   6.274896   25.23691



. 
. ml model lf norm1_lf (mu: y=x) (sigma:)



. 
. * ml check
. 
. ml maximize



initial:       log likelihood =     -<inf>  (could not be evaluated)
feasible:      log likelihood = -830.41092
rescale:       log likelihood = -35.836055
rescale eq:    log likelihood =  -34.72431
Iteration 0:   log likelihood =  -34.72431  (not concave)
Iteration 1:   log likelihood = -32.088671  (not concave)
Iteration 2:   log likelihood = -26.543809  (not concave)
Iteration 3:   log likelihood = -23.623079  (not concave)
Iteration 4:   log likelihood = -21.241022  (not concave)
Iteration 5:   log likelihood = -19.125678  (not concave)
Iteration 6:   log likelihood = -17.391959  
Iteration 7:   log likelihood = -14.705621  (backed up)
Iteration 8:   log likelihood = -14.232856  
Iteration 9:   log likelihood = -14.213123  
Iteration 10:  log likelihood = -14.213118  
Iteration 11:  log likelihood = -14.213118  



                                                  Number of obs   =         10
                                                  Wald chi2(1)    =     338.97
Log likelihood = -14.213118                       Prob > chi2     =     0.0000



------------------------------------------------------------------------------
           y |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
mu           |
           x |   2.031813    .110358    18.41   0.000     1.815516    2.248111
       _cons |   4.936771   .6847532     7.21   0.000     3.594679    6.278863
-------------+----------------------------------------------------------------
sigma        |
       _cons |   1.002376   .2241381     4.47   0.000     .5630735    1.441679
------------------------------------------------------------------------------



. 
. 
. log close
       log:  /Applications/Stata/771ml3.smcl
  log type:  smcl
 closed on:  19 Jan 2004, 11:48:50
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