Interesting.
. findit covariance missing normal
shows nothing.
Nick
[email protected]
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of
> FEIVESON, ALAN
> H. (AL) (JSC-SK311) (NASA)
> Sent: 01 December 2005 17:20
> To: '[email protected]'
> Subject: st: RE: RE: covariance matrix estimation with incomplete data
>
>
> There are published alogrithms for doing this - basically an
> EM procedure.
>
> For example http://www2.sas.com/proceedings/sugi30/111-30.pdf
>
> I know SAS has has a procedure for this. It seems to me that
> this problem
> comes up often enough that Stata should have this capability also.
>
> Al
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Nick Cox
> Sent: Thursday, December 01, 2005 11:12 AM
> To: [email protected]
> Subject: st: RE: covariance matrix estimation with incomplete data
>
> How would you want the program to do that?
>
> Nick
> [email protected]
>
> FEIVESON, ALAN H. (modulo HTML)
>
> I'm sure this has been asked before, but I can't find any
> reference to this
> by searching Stata's FAQ's or by using findit - so I'll ask
> it again - Does
> anyone know of a Stata program for maximum-likelihood (under
> a multivariate
> normal model) estimation of a covariance matrix when
> incomplete data vectors
> are present?
>
> *
> * 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/
