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In Stata while using maximum likelihood (ml) estimation, I can use diparm (in ado file) to display the ancillary (auxillary) parameters. But, when I used ereturn list I didnot see the way to extract these coefficients. Is there something like mat list e(b) for ancillary parameters?

ereturn list

scalars:
               e(rank) =  13
                  e(N) =  6378
                 e(ic) =  17
                  e(k) =  13
               e(k_eq) =  5
               e(k_dv) =  2
          e(converged) =  1
                 e(rc) =  0
          e(k_autoCns) =  0
                 e(ll) =  -7465.044032705097
         e(k_eq_model) =  1
               e(df_m) =  4
               e(chi2) =  65.60818581991281
                  e(p) =  1.91572317062e-13
              e(k_aux) =  2

macros:
                e(cmd) : "mypro"
           e(chi2type) : "Wald"
                e(opt) : "moptimize"
            e(predict) : "ml_p"
                e(vce) : "oim"
               e(user) : "mypro_ll"
           e(crittype) : "log likelihood"
          e(ml_method) : "lf"
    e(singularHmethod) : "hybrid"
          e(technique) : "nr"
              e(which) : "max"
             e(depvar) : "y1 y2"
         e(properties) : "b V"

matrices:
                  e(b) :  1 x 13
                  e(V) :  13 x 13
               e(ilog) :  1 x 20
           e(gradient) :  1 x 13
               e(ml_h) :  1 x 13
           e(ml_scale) :  1 x 13

functions:
             e(sample)
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1 回答 1

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辅助参数通常存储在e(b)矩阵中它们自己的“方程”中。看：

ML Buis (2011) “Stata 技巧 97：了解 $\rho$s 和 $\sigma$s”，Stata 期刊，11(2)，第 315-317 页。http://www.maartenbuis.nl/publications/sigma_rho.html

并且： http: //www.maartenbuis.nl/wp/p_value_3.html

于 2013-09-14T15:34:21.543 回答