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st: Fitting a t distribution


From   "Indranil Majumdar" <imajumdar@creditsights.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Fitting a t distribution
Date   Tue, 12 Apr 2005 15:34:13 -0400

Hi all,

I am trying to maximize a log-likelihood function involving 3 parameters (in
particular, it is the log-likelihood of the t distribution with a shift and
scale parameter). The documentation for the -ml model- command requires an
equation to be specified. In my case I am not sure what that equation ought
to be. My objective is to 'search' for the optimal values of the 3
parameters - degrees of freedom, shift parameter and scale parameter that
maximize the log-likelihood function.
Is the -ml- command appropriate for this purpose? Could somebody clarify?
Thanks for your time.

Indranil 

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