Do you want a variable, a numlist,
a matrix or what?
Show us some code that doesn't work.
It's got to be better than no code at all.
Nick
[email protected]
Alfonso Miranda Caso Luengo
> Let me expand a little on my last e-mail. In the last few
> years Maximum Simulated likelihood has been proposed as a
> good alternative for estimating models where various random
> effects are present so that maximum likelihood estimation
> requires multivariate integration. Though Gauss-Hermite
> integration is possible with, say, four or less random
> effects, integration by simulation seems to be a promising
> alternative. Integration by simulation can be based on random
> draws from a uniform. However, it has been suggested in the
> literature that using Halton draws (which are systematic and
> cover better the 0-1 interval) is better. For these reasons I
> would like to use Halton draws to write a simulated maximum
> likelihood routine.
>
> I have found however that this is not an easy task in Stata,
> as most Halton generators currently available are written in
> low level language on the basis of programming facilities
> that we do not have in Stata. I am sure there is a Stata way
> to do it, I just cannot imagine an efficient way (all my
> ideas crash with the length limits of macros and matrices in Stata).
>
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