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st: RE: Fitting a t distribution


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Fitting a t distribution
Date   Wed, 13 Apr 2005 15:16:42 +0100

I am puzzled by this question. But yes, 
if you wish to maximize a likelihood function, 
-ml- is exactly the right command. And Al 
Feiveson was exactly right in pointing you 
towards -tden()-. 

Nick 
n.j.cox@durham.ac.uk 

Indranil Majumdar
 
> 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?

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