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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 Stata专版
8677 16
2015-07-12
movestay 命令
movestay   lnwage  experi experi2 nonruralspeci marriage health   middle west   ,select(Y=eduyear1  experi experi2 nonruralspeci marriage health   middle west)

Iteration 46:  log likelihood = -1820.2308  
Iteration 47:  log likelihood = -1820.2307  (not concave)
Iteration 48:  log likelihood = -1820.2307  
Iteration 49:  log likelihood = -1820.2307  (not concave)
Iteration 50:  log likelihood = -1820.2307  
Iteration 51:  log likelihood = -1820.2306  (not concave)
Iteration 52:  log likelihood = -1820.2306  (not concave)
                                                                    出现的问题是:
               之后就无限重复了,而且对数似然值比一个方程的对数似然值大 ,这说明一个方程比两个方程有说服力吗?



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2015-7-13 00:36:59
试试:找到log likelihood 值不变的点,比如说是Iteration 100,然后在命令后加入  iterate(100)
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2015-7-13 01:09:08
dragonlwj 发表于 2015-7-13 00:36
试试:找到log likelihood 值不变的点,比如说是Iteration 100,然后在命令后加入  iterate(100)
。。。这个方法是不行。如果不converge就是不converge,通过限制iteration得到的“估计值”是不能用的。
可以换optimization algorithm,或者试试difficult option,或者换换initial value什么的。具体的去看help ml和help maximize
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2015-7-13 09:48:52
夏目贵志 发表于 2015-7-13 01:09
。。。这个方法是不行。如果不converge就是不converge,通过限制iteration得到的“估计值”是不能用的。
...
有的后面是not concave ,有的没有说明 ,有的是backed  up 是什么意思,下面这种情况如何处理?
Iteration 98:  log likelihood = -1770.2101  (not concave)
Iteration 99:  log likelihood = -1770.1672  
Iteration 100: log likelihood = -1770.0395  (not concave)
Iteration 101: log likelihood = -1769.9874  
Iteration 102: log likelihood = -1769.9096  
Iteration 103: log likelihood = -1769.8785  (not concave)
Iteration 104: log likelihood = -1769.8691  (not concave)
Iteration 105: log likelihood = -1769.8643  
Iteration 106: log likelihood =  -1769.864  (backed up)
Iteration 107: log likelihood = -1769.8638  (backed up)
Iteration 108: log likelihood = -1769.8637  (backed up)
Iteration 109: log likelihood = -1769.8627  
Iteration 110: log likelihood = -1769.8572  
Iteration 111: log likelihood = -1769.8504  (not concave)
Iteration 112: log likelihood = -1769.8492  
Iteration 113: log likelihood = -1769.8491  (backed up)
Iteration 114: log likelihood =  -1769.849  (not concave)
Iteration 115: log likelihood =  -1769.848  
Iteration 116: log likelihood = -1769.8476  (not concave)
Iteration 117: log likelihood = -1769.8476  
Iteration 118: log likelihood = -1769.8475  (not concave)
Iteration 119: log likelihood = -1769.8472  
Iteration 120: log likelihood =  -1769.847  (not concave)
Iteration 121: log likelihood =  -1769.847  
Iteration 122: log likelihood = -1769.8469  (not concave)
Iteration 123: log likelihood = -1769.8469  (not concave)
Iteration 124: log likelihood = -1769.8469  (not concave)
Iteration 125: log likelihood = -1769.8469  (not concave)
Iteration 126: log likelihood = -1769.8469  (not concave)
Iteration 127: log likelihood = -1769.8469  (not concave)
Iteration 128: log likelihood = -1769.8469  (not concave)
Iteration 129: log likelihood = -1769.8469  (not concave)
Iteration 130: log likelihood = -1769.8469  (not concave)
Iteration 131: log likelihood = -1769.8469  (not concave)
Iteration 132: log likelihood = -1769.8469  (not concave)
Iteration 133: log likelihood = -1769.8469  (not concave)
Iteration 134: log likelihood = -1769.8469  (not concave)
Iteration 135: log likelihood = -1769.8469  (not concave)
Iteration 136: log likelihood = -1769.8469  (not concave)
Iteration 137: log likelihood = -1769.8469  (not concave)
Iteration 138: log likelihood = -1769.8469  (not concave)
Iteration 139: log likelihood = -1769.8469  (not concave)
Iteration 140: log likelihood = -1769.8469  (not concave)
Iteration 141: log likelihood = -1769.8469  (not concave)
Iteration 142: log likelihood = -1769.8469  (not concave)
Iteration 143: log likelihood = -1769.8469  (not concave)
Iteration 144: log likelihood = -1769.8469  (not concave)
Iteration 145: log likelihood = -1769.8469  (not concave)
Iteration 146: log likelihood = -1769.8469  (not concave)
Iteration 147: log likelihood = -1769.8469  (not concave)
Iteration 148: log likelihood = -1769.8469  (not concave)
Iteration 149: log likelihood = -1769.8469  (not concave)
Iteration 150: log likelihood = -1769.8469  (not concave)
Iteration 151: log likelihood = -1769.8469  (not concave)
Iteration 152: log likelihood = -1769.8469  (not concave)
Iteration 153: log likelihood = -1769.8469  (not concave)
Iteration 154: log likelihood = -1769.8469  (not concave)
Iteration 155: log likelihood = -1769.8469  (not concave)
Iteration 156: log likelihood = -1769.8469  (not concave)
Iteration 157: log likelihood = -1769.8469  (not concave)
Iteration 158: log likelihood = -1769.8469  (not concave)
Iteration 159: log likelihood = -1769.8469  (not concave)
Iteration 160: log likelihood = -1769.8469  (not concave)
Iteration 161: log likelihood = -1769.8469  (not concave)
Iteration 162: log likelihood = -1769.8469  (not concave)
Iteration 163: log likelihood = -1769.8469  (not concave)
Iteration 164: log likelihood = -1769.8469  (not concave)
Iteration 165: log likelihood = -1769.8469  (not concave)
Iteration 166: log likelihood = -1769.8469  (not concave)
Iteration 167: log likelihood = -1769.8469  (not concave)
Iteration 168: log likelihood = -1769.8469  (not concave)
Iteration 169: log likelihood = -1769.8469  (not concave)
Iteration 170: log likelihood = -1769.8469  (not concave)
Iteration 171: log likelihood = -1769.8469  (not concave)
Iteration 172: log likelihood = -1769.8469  (not concave)
Iteration 173: log likelihood = -1769.8469  (not concave)
Iteration 174: log likelihood = -1769.8469  (not concave)
Iteration 175: log likelihood = -1769.8469  (not concave)
Iteration 176: log likelihood = -1769.8469  (not concave)
Iteration 177: log likelihood = -1769.8469  (not concave)
Iteration 178: log likelihood = -1769.8469  (not concave)
Iteration 179: log likelihood = -1769.8469  (not concave)
Iteration 180: log likelihood = -1769.8469  (not concave)
Iteration 181: log likelihood = -1769.8469  (not concave)
Iteration 182: log likelihood = -1769.8469  (not concave)
Iteration 183: log likelihood = -1769.8469  (not concave)
Iteration 184: log likelihood = -1769.8469  (not concave)
Iteration 185: log likelihood = -1769.8469  (not concave)
Iteration 186: log likelihood = -1769.8469  (not concave)
Iteration 187: log likelihood = -1769.8469  (not concave)
Iteration 188: log likelihood = -1769.8469  (not concave)
Iteration 189: log likelihood = -1769.8469  (not concave)
Iteration 190: log likelihood = -1769.8469  (not concave)
Iteration 191: log likelihood = -1769.8469  (not concave)
Iteration 192: log likelihood = -1769.8469  (not concave)
Iteration 193: log likelihood = -1769.8469  (not concave)
Iteration 194: log likelihood = -1769.8469  (not concave)
Iteration 195: log likelihood = -1769.84
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2015-7-13 09:56:12
没有的是好的。back up的也不行。
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2015-7-13 10:32:23
夏目贵志 发表于 2015-7-13 09:56
没有的是好的。back up的也不行。
那我 如何处理呢  怎样能把movestay 命令完成 得到估计参数
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