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Re: st: Estimating parameters using maximum likelihood


From   Jenkins S P <[email protected]>
To   [email protected]
Subject   Re: st: Estimating parameters using maximum likelihood
Date   Sun, 5 Jan 2003 19:21:03 +0000 (GMT)

On Sat, 4 Jan 2003 [email protected] wrote:

> Does anyone know how to get Stata to estimate, using max likelihood,
> the parameters of a distribution using a sample from that
> distribution?  I.e. NOT to regress a dependent variable on a set of
> indep. variables, but simply to estimate parameters.
>
<snip>

Do a -findit smfit- or -findit dagumfit-, and then look at the code.
These programs fit parameters of Singh-Maddala and Dagum distribution by
ML -- an example of the situation you described.

Stephen
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