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       log:  /Users/baum/doc/Courses 2005-2006/EC77101/771ml4.smcl
  log type:  smcl
 opened on:  20 Mar 2006, 14:35:51



. 
. 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 20060320



. 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))*invnormal(uniform())



. 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    .0025314    .2973639  -1.219074   1.369022
           y |      1000    5.002031    .4706544   3.001393    6.47493



. 
. 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 = -41204.943
rescale:       log likelihood = -2343.5254
rescale eq:    log likelihood = -1531.6185
Iteration 0:   log likelihood = -1531.6185  (not concave)
Iteration 1:   log likelihood = -1074.3211  (not concave)
Iteration 2:   log likelihood = -671.12941  (not concave)
Iteration 3:   log likelihood = -494.33866  (not concave)
Iteration 4:   log likelihood = -434.98511  (not concave)
Iteration 5:   log likelihood =  -393.0319  
Iteration 6:   log likelihood = -238.88231  
Iteration 7:   log likelihood = -206.65804  
Iteration 8:   log likelihood = -205.19308  
Iteration 9:   log likelihood = -205.19222  
Iteration 10:  log likelihood = -205.19222  



                                                  Number of obs   =       1000
                                                  Wald chi2(2)    =    1541.45
Log likelihood = -205.19222                       Prob > chi2     =     0.0000



------------------------------------------------------------------------------
           y |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
mu           |
           x |   1.965804   .1310857    15.00   0.000     1.708881    2.222728
          x2 |  -2.966769   .1260598   -23.53   0.000    -3.213842   -2.719696
       _cons |   5.008553   .0286887   174.58   0.000     4.952324    5.064781
-------------+----------------------------------------------------------------
gamma        |
           x |  -.0140751   .0154107    -0.91   0.361    -.0442795    .0161293
       _cons |   .3041546   .0103278    29.45   0.000     .2839125    .3243967
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. 
. log close
       log:  /Users/baum/doc/Courses 2005-2006/EC77101/771ml4.smcl
  log type:  smcl
 closed on:  20 Mar 2006, 14:35:55
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