-------------------------------------------------------------------------------
       log:  /Applications/Stata/771ml4.smcl
  log type:  smcl
 opened on:  19 Jan 2004, 13:32:00



. 
. 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



. 
. set seed 12345678



. clear



. set obs 100
obs was 0, now 100



. g x = _n/100



. g x2 = x^2



. summ x, meanonly



. g z =  (x-r(mean))*invnorm(uniform())



. g y = 5 + 2*x + - 3*x2 +  z



. 
. summ



    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
           x |       100        .505    .2901149        .01          1
          x2 |       100      .33835    .3024356      .0001          1
           z |       100    .0223646    .2869726  -.9180204   1.117151
           y |       100    5.017315    .4659041   3.345865   5.773762



. 
. ml model lf norm1_lf (mu: y = x x2) (gamma:x)



. 
. * ml check
. 
. ml maximize



initial:       log likelihood =     -<inf>  (could not be evaluated)
feasible:      log likelihood = -4146.7846
rescale:       log likelihood = -234.42899
rescale eq:    log likelihood =  -154.3851
Iteration 0:   log likelihood =  -154.3851  (not concave)
Iteration 1:   log likelihood = -108.46556  (not concave)
Iteration 2:   log likelihood =  -69.79959  (not concave)
Iteration 3:   log likelihood = -51.466304  (not concave)
Iteration 4:   log likelihood = -44.307465  (not concave)
Iteration 5:   log likelihood = -37.142238  (not concave)
Iteration 6:   log likelihood = -27.604861  
Iteration 7:   log likelihood = -14.906051  
Iteration 8:   log likelihood = -11.794361  
Iteration 9:   log likelihood = -11.664242  
Iteration 10:  log likelihood = -11.664117  
Iteration 11:  log likelihood = -11.664117  



                                                  Number of obs   =        100
                                                  Wald chi2(2)    =     143.96
Log likelihood = -11.664117                       Prob > chi2     =     0.0000



------------------------------------------------------------------------------
           y |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
mu           |
           x |   1.469223   .3546718     4.14   0.000     .7740785    2.164367
          x2 |  -2.531399   .3630356    -6.97   0.000    -3.242935   -1.819862
       _cons |   5.131856   .0693195    74.03   0.000     4.995992     5.26772
-------------+----------------------------------------------------------------
gamma        |
           x |   .1376948   .0488392     2.82   0.005     .0419718    .2334178
       _cons |    .205285    .026471     7.76   0.000     .1534028    .2571673
------------------------------------------------------------------------------



. 
. log close
       log:  /Applications/Stata/771ml4.smcl
  log type:  smcl
 closed on:  19 Jan 2004, 13:32:02
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