As subscribers will know, electronic copies of SJ 6(2) have been
emailed and paper copies will follow shortly.
The Editors would like to tell all Statalist members that
SJ 6(2) is a special issue on maximum simulated likelihood,
with several substantial papers in this key field.
This was put together with the help of David Drukker, StataCorp,
to whom many thanks.
The MSL theme includes
Calculation of multivariate normal probabilities by simulation,
with applications to maximum simulated likelihood estimation
L. Cappellari and S. P. Jenkins
A Mata Geweke-Hajivassiliou-Keane multivarite normal simulator
R. Gates
Generating Halton sequences using Mata
D. M. Drukker and R. Gates
Estimation of multinomial logit models with unobserved
heterogeneity using maximum simulated likelihood
P. Haan and A. Uhlendorff
Maximum simulated likelihood estimation of a negative binomial
regression model with multinomial endogenous treatment
P. Deb and P. K. Trivedi
Maximum simulated likelihood estimation of random-effects
dynamic probit models with autocorrelated errors
M. B. Stewart
In addition, the issue includes
Review of Regression Models for Categorical Dependent
Variables Using Stata, Second Edition, by Long and Freese
R. Williams
Notes and Comments
Stata tip 31: Scalar or variable? The problem of ambiguous names
G. I. Kolev
Stata tip 32: Do not stop
S. P. Jenkins
Stata tip 33: Sweet sixteen: Hexadecimal formats and precision problems
N. J. Cox
Software Updates
Abstracts are accessible to all from
http://www.stata-journal.com/sj6-2.html
You may buy copies of this special issue or, naturally, start
a subscription at any time. More information is available
from the same page.
Joe Newton, Nick Cox
Editors, Stata Journal
[email protected]
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