在尝试使用Stata进行NormalReg模型分析时，遇到初始值设置未被考虑的问题。尽管设置了setseed和初始参数，但在第0次迭代中，模型并未使用这些初始值。迭代过程显示从不可行的值开始，逐步调整参数，但最终未达到收敛状态。模型输出显示了系数和R方等统计信息，但存在警告提示未达到收敛。这可能需要进一步调整模型设定或增加迭代次数以获得有效结果。
我试图检查Stata是否在我以前的reg使用的模型NormalReg(样本模型)中取得初始值。但是，在我看来，第0次迭代没有考虑到我的初始值。任何帮助解决这个问题将不胜感激。在Stata中设置ML编程的初始值
set seed 123
set obs 1000
gen x = runiform()*2
gen u = rnormal()*5
gen y = 2 + 2*x + u
reg y x
Source | SS df MS Number of obs = 1000
-------------+------------------------------ F( 1, 998) = 52.93
Model | 1335.32339 1 1335.32339 Prob > F = 0.0000
Residual | 25177.012 998 25.227467 R-squared = 0.0504
-------------+------------------------------ Adj R-squared = 0.0494
Total | 26512.3354 999 26.5388743 Root MSE = 5.0227
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | 1.99348 .2740031 7.28 0.000 1.455792 2.531168
_cons | 2.036442 .3155685 6.45 0.000 1.417188 2.655695
------------------------------------------------------------------------------
cap program drop NormalReg
program define NormalReg
args lnlk xb sigma2
qui replace `lnlk' = -ln(sqrt(`sigma2'*2*_pi)) - ($ML_y-`xb')^2/(2*`sigma2')
end
ml model lf NormalReg (reg: y = x) (sigma2:)
ml init reg:x = `=_b[x]'
ml init reg:_cons = `=_b[_cons]'
ml max,iter(1) trace
ml max,iter(1) trace
initial: log likelihood = - (could not be evaluated)
searching for feasible values .+
feasible: log likelihood = -28110.03
rescaling entire vector .+.
rescale: log likelihood = -14623.922
rescaling equations ...+++++.
rescaling equations ....
rescale eq: log likelihood = -3080.0872
------------------------------------------------------------------------------
Iteration 0:
Parameter vector:
reg: reg: sigma2:
x _cons _cons
r1 3.98696 1 32
log likelihood = -3080.0872
------------------------------------------------------------------------------
Iteration 1:
Parameter vector:
reg: reg: sigma2:
x _cons _cons
r1 2.498536 1.773872 24.10726
log likelihood = -3035.3553
------------------------------------------------------------------------------
convergence not achieved
Number of obs = 1000
Wald chi2(1) = 86.45
Log likelihood = -3035.3553 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
y | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
reg |
x | 2.498536 .2687209 9.30 0.000 1.971853 3.02522
_cons | 1.773872 .3086854 5.75 0.000 1.16886 2.378885
-------------+----------------------------------------------------------------
sigma2 |
_cons | 24.10726 1.033172 23.33 0.000 22.08228 26.13224
------------------------------------------------------------------------------
Warning: convergence not achieved
2013-11-27
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