-----------------------------------------------------------------------------------------
       log:  /Users/baum/doc/Courses 2008-2009/EC771 S2009/771ml4.smcl
  log type:  smcl
 opened on:  28 Mar 2009, 11:08:54



. 
. 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



. 
. set seed 20090328



. clear



. set obs 1000
obs was 0, now 1000



. g double x = _n/_N



. g double x2 = x^2



. summ x, meanonly



. g double z =  (x - r(mean)) * rnormal()



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



. 
. summ



    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
           x |      1000       .5005    .2888194       .001          1
          x2 |      1000    .3338335    .2985711   1.00e-06          1
           z |      1000   -.0038903    .2804079   -1.17843   1.467669
           y |      1000    4.995609    .4630591   3.032495   6.608469



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



. 
. * ml check
. 
. ml maximize



initial:       log likelihood =     -<inf>  (could not be evaluated)
feasible:      log likelihood = -41075.215
rescale:       log likelihood = -2342.9031
rescale eq:    log likelihood = -1521.6621
Iteration 0:   log likelihood = -1521.6621  (not concave)
Iteration 1:   log likelihood = -1266.6143  (not concave)
Iteration 2:   log likelihood = -1021.9066  (not concave)
Iteration 3:   log likelihood = -798.10473  (not concave)
Iteration 4:   log likelihood = -584.65947  (not concave)
Iteration 5:   log likelihood = -491.06004  (not concave)
Iteration 6:   log likelihood = -409.60067  (not concave)
Iteration 7:   log likelihood = -342.12113  
Iteration 8:   log likelihood = -199.91605  
Iteration 9:   log likelihood = -150.99519  
Iteration 10:  log likelihood =  -141.2943  
Iteration 11:  log likelihood = -141.22432  
Iteration 12:  log likelihood = -141.22429  
Iteration 13:  log likelihood = -141.22429  



                                                  Number of obs   =       1000
                                                  Wald chi2(2)    =    1579.78
Log likelihood = -141.22429                       Prob > chi2     =     0.0000



------------------------------------------------------------------------------
           y |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
mu           |
           x |    1.85895   .1206016    15.41   0.000     1.622576    2.095325
          x2 |   -2.89124   .1191107   -24.27   0.000    -3.124693   -2.657787
       _cons |     5.0304   .0253971   198.07   0.000     4.980623    5.080178
-------------+----------------------------------------------------------------
gamma        |
          x2 |    .046994   .0156557     3.00   0.003     .0163093    .0776786
       _cons |    .263331   .0077165    34.13   0.000      .248207     .278455
------------------------------------------------------------------------------



. 
. log close
       log:  /Users/baum/doc/Courses 2008-2009/EC771 S2009/771ml4.smcl
  log type:  smcl
 closed on:  28 Mar 2009, 11:08:54
-----------------------------------------------------------------------------------------