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       log:  /Users/baum/doc/Courses 2008-2009/EC771 S2009/771ml3.smcl
  log type:  smcl
 opened on:  28 Mar 2009, 11:07:01



. 
. adotype norm1_lf
~/Library/Application Support/Stata/ado/personal/norm1_lf.ado:



program norm1_lf
        version 10.1
        args lnf mu sigma
        quietly replace `lnf' = ln(normalden($ML_y1,`mu',`sigma'))
end



. 
. clear



. set obs 1000
obs was 0, now 1000



. set seed 20060320 



. g x = _n



. g double y = 5 + 2*x + rnormal()



. summ



    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
           x |      1000       500.5    288.8194          1       1000
           y |      1000    1005.995    577.6354   6.813191   2005.264



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



. 
. * ml check
. 
. ml maximize



initial:       log likelihood =     -<inf>  (could not be evaluated)
feasible:      log likelihood = -19846.426
rescale:       log likelihood = -7827.2389
rescale eq:    log likelihood = -7827.2389
Iteration 0:   log likelihood = -7827.2389  (not concave)
Iteration 1:   log likelihood =  -7480.556  (not concave)
Iteration 2:   log likelihood = -6464.9017  (not concave)
Iteration 3:   log likelihood = -5804.0308  (not concave)
Iteration 4:   log likelihood = -5395.8557  (not concave)
Iteration 5:   log likelihood = -4911.5051  (not concave)
Iteration 6:   log likelihood = -4552.6285  (not concave)
Iteration 7:   log likelihood = -4063.1484  (not concave)
Iteration 8:   log likelihood = -3718.7517  (not concave)
Iteration 9:   log likelihood = -3362.0315  (not concave)
Iteration 10:  log likelihood = -2767.6832  (not concave)
Iteration 11:  log likelihood =   -2469.41  (not concave)
Iteration 12:  log likelihood = -2149.7678  (not concave)
Iteration 13:  log likelihood = -1921.6578  (not concave)
Iteration 14:  log likelihood =  -1701.057  
Iteration 15:  log likelihood = -1510.6729  
Iteration 16:  log likelihood = -1438.0681  
Iteration 17:  log likelihood = -1437.6783  
Iteration 18:  log likelihood = -1437.6772  
Iteration 19:  log likelihood = -1437.6772  



                                                  Number of obs   =       1000
                                                  Wald chi2(1)    =   3.21e+08
Log likelihood = -1437.6772                       Prob > chi2     =     0.0000



------------------------------------------------------------------------------
           y |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
mu           |
           x |   1.999985   .0001116 17918.34   0.000     1.999766    2.000203
       _cons |   5.003078   .0644902    77.58   0.000      4.87668    5.129477
-------------+----------------------------------------------------------------
sigma        |
       _cons |   1.018915   .0227836    44.72   0.000     .9742603     1.06357
------------------------------------------------------------------------------



. 
. log close
       log:  /Users/baum/doc/Courses 2008-2009/EC771 S2009/771ml3.smcl
  log type:  smcl
 closed on:  28 Mar 2009, 11:07:01
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