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st: RE: Fitting a t distribution


From   "FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)" <alan.h.feiveson@nasa.gov>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Fitting a t distribution
Date   Tue, 12 Apr 2005 14:45:07 -0500

Use the -tden- function on p. 441 of the V8 manual. For a shift of m,
replace "t" by "t- m".
al Feiveson

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Indranil
Majumdar
Sent: Tuesday, April 12, 2005 2:34 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Fitting a t distribution


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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