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RE: st: Unknown function () error.


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Unknown function () error.
Date   Wed, 30 Aug 2006 16:21:04 +0100

Literature aside, what you want in your program is 
a definition of the log likelihood function, not of 
the likelihood function. Recall that multiplications
in the likelihood reduce to additions in the log 
likelihood. 

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

Partha Deb
 
> You could look up Cameron and Trivedi on counts or 
> microeconometrics, Greene 
> (I think), the Stata manual entry for nbreg, etc. for the 
> density function 
> and/or likelihood function for a negative binomial.  Sorry I 
> can't be more 
> specific because I don't have these books handy.
 
Vimalanand S. Prabhu wrote:
 
> > Can you please make any suggestions as to how I can proceed?

Partha Deb wrote:

> >> Watch the # - I think you want * .
> >>
> >> Also, this isn't the likelihood function for a NB unless you do 
> >> something more with uu.  As specified, since uu is a 
> constant, it's a 
> >> Poisson with an additional constant (and hence not identified).
> >>

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