Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: RE: Fitting a t distribution


From   "Indranil Majumdar" <imajumdar@creditsights.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Fitting a t distribution
Date   Tue, 12 Apr 2005 15:54:08 -0400

The problem is that I want to find the optimal value of df (degrees of
freedom), m and h (scale parameter) that fit my data.

Thanks,
indranil

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of FEIVESON, ALAN H.
(AL) (JSC-SK) (NASA)
Sent: Tuesday, April 12, 2005 3:45 PM
To: 'statalist@hsphsun2.harvard.edu'
Subject: st: RE: Fitting a t distribution

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 

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index