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       log:  /Users/baum/doc/Courses 2005-2006/EC77101/771ml3.smcl
  log type:  smcl
 opened on:  20 Mar 2006, 14:35:34



. 
. 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 1000
obs was 0, now 1000



. set seed 20060320 



. g x = _n



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



. summ



    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
           x |      1000       500.5    288.8194          1       1000
           y |      1000    1006.022    577.6485   7.394469     2005.3



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



. 
. * ml check
. 
. ml maximize



initial:       log likelihood =     -<inf>  (could not be evaluated)
feasible:      log likelihood = -15522.434
rescale:       log likelihood =  -7913.293
rescale eq:    log likelihood = -7875.4733
Iteration 0:   log likelihood = -7875.4733  (not concave)
Iteration 1:   log likelihood = -7401.2257  (not concave)
Iteration 2:   log likelihood = -7092.6888  (not concave)
Iteration 3:   log likelihood = -6704.0267  (not concave)
Iteration 4:   log likelihood = -6299.4588  (not concave)
Iteration 5:   log likelihood = -5876.7425  (not concave)
Iteration 6:   log likelihood = -5532.7846  (not concave)
Iteration 7:   log likelihood = -5161.5731  (not concave)
Iteration 8:   log likelihood = -4819.6921  (not concave)
Iteration 9:   log likelihood = -4456.9828  (not concave)
Iteration 10:  log likelihood = -4116.0767  (not concave)
Iteration 11:  log likelihood = -3760.8316  (not concave)
Iteration 12:  log likelihood = -3423.1071  (not concave)
Iteration 13:  log likelihood = -3079.0232  (not concave)
Iteration 14:  log likelihood = -2754.3068  (not concave)
Iteration 15:  log likelihood = -2433.8964  (not concave)
Iteration 16:  log likelihood = -2161.1081  (not concave)
Iteration 17:  log likelihood = -1892.6441  (not concave)
Iteration 18:  log likelihood = -1713.5194  
Iteration 19:  log likelihood = -1476.0321  
Iteration 20:  log likelihood = -1431.6649  
Iteration 21:  log likelihood =  -1429.804  
Iteration 22:  log likelihood = -1429.8037  
Iteration 23:  log likelihood = -1429.8037  



                                                  Number of obs   =       1000
                                                  Wald chi2(1)    =  3.262e+08
Log likelihood = -1429.8037                       Prob > chi2     =     0.0000



------------------------------------------------------------------------------
           y |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
mu           |
           x |    2.00003   .0001107 18060.39   0.000     1.999813    2.000247
       _cons |   5.006732   .0639845    78.25   0.000     4.881325     5.13214
-------------+----------------------------------------------------------------
sigma        |
       _cons |   1.010924    .022605    44.72   0.000     .9666195    1.055229
------------------------------------------------------------------------------



. 
. log close
       log:  /Users/baum/doc/Courses 2005-2006/EC77101/771ml3.smcl
  log type:  smcl
 closed on:  20 Mar 2006, 14:35:38
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