-----------------------------------------------------------------------------------------
log: /Users/baum/doc/Courses 2008-2009/EC771 S2009/771ml1.smcl
log type: smcl
opened on: 28 Mar 2009, 11:00:54
.
. adotype fishy1_lf
~/Library/Application Support/Stata/ado/personal/fishy1_lf.ado:
program fishy1_lf
version 10.1
args lnf theta
quietly replace `lnf' = -`theta' + log(`theta')*$ML_y1 - lnfactorial($ML_y1)
end
.
. clear
. input y
y
1. 5
2. 0
3. 1
4. 1
5. 0
6. 3
7. 2
8. 3
9. 4
10. 1
11. end
.
. ml model lf fishy1_lf (y=)
.
. ml check
Test 1: Calling fishy1_lf to check if it computes log likelihood and
does not alter coefficient vector...
Passed.
Test 2: Calling fishy1_lf again to check if the same log likelihood value
is returned...
Passed.
------------------------------------------------------------------------------
The initial values are not feasible. This may be because the initial values
have been chosen poorly or because there is an error in fishy1_lf and it
always returns missing no matter what the parameter values.
Stata is going to use ml search to find a feasible set of initial values.
If fishy1_lf is broken, this will not work and you will have to press Break
to make ml search stop.
Searching...
initial: log likelihood = -<inf> (could not be evaluated)
searching for feasible values +
feasible: log likelihood = -31.105155
improving initial values +.....+...
improve: log likelihood = -18.391069
rescaling entire vector ..
rescale: log likelihood = -18.391069
restarting tests...
------------------------------------------------------------------------------
Test 1: Calling fishy1_lf to check if it computes log likelihood and
does not alter coefficient vector...
Passed.
Test 2: Calling fishy1_lf again to check if the same log likelihood value
is returned...
Passed.
Test 3: Calling fishy1_lf to check if 1st derivatives are computed...
test not relevant for method lf.
Test 4: Calling fishy1_lf again to check if the same 1st derivatives are
returned...
test not relevant for method lf.
Test 5: Calling fishy1_lf to check if 2nd derivatives are computed...
test not relevant for method lf.
Test 6: Calling fishy1_lf again to check if the same 2nd derivatives are
returned...
test not relevant for method lf.
------------------------------------------------------------------------------
Searching for alternate values for the coefficient vector to verify that
fishy1_lf returns different results when fed a different coefficient vector:
Searching...
initial: log likelihood = -<inf> (could not be evaluated)
searching for feasible values +
feasible: log likelihood = -19.151857
improving initial values ......+...
improve: log likelihood = -18.441917
continuing with tests...
------------------------------------------------------------------------------
Test 7: Calling fishy1_lf to check log likelihood at the new values...
Passed.
Test 8: Calling fishy1_lf requesting 1st derivatives at the new values...
test not relevant for method lf.
Test 9: Calling fishy1_lf requesting 2nd derivatives at the new values...
test not relevant for method lf.
------------------------------------------------------------------------------
fishy1_lf HAS PASSED ALL TESTS
------------------------------------------------------------------------------
Test 10: Does fishy1_lf produce unanticipated output?
This is a minor issue. Stata has been running fishy1_lf with all
output suppressed. This time Stata will not suppress the output.
If you see any unanticipated output, you need to place quietly in
front of some of the commands in fishy1_lf.
-------------------------------------------------------------- begin execution
---------------------------------------------------------------- end execution
.
. ml maximize
initial: log likelihood = -18.441917
rescale: log likelihood = -18.441917
Iteration 0: log likelihood = -18.441917
Iteration 1: log likelihood = -18.379703
Iteration 2: log likelihood = -18.379268
Iteration 3: log likelihood = -18.379268
Number of obs = 10
Wald chi2(0) = .
Log likelihood = -18.379268 Prob > chi2 = .
------------------------------------------------------------------------------
y | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_cons | 2 .4472136 4.47 0.000 1.123477 2.876523
------------------------------------------------------------------------------
.
. test _cons = 1
( 1) [eq1]_cons = 1
chi2( 1) = 5.00
Prob > chi2 = 0.0253
.
. log close
log: /Users/baum/doc/Courses 2008-2009/EC771 S2009/771ml1.smcl
log type: smcl
closed on: 28 Mar 2009, 11:00:54
-----------------------------------------------------------------------------------------