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Re: st: calculating a loglikelihood in regress


From   vwiggins@stata.com (Vince Wiggins, StataCorp)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: calculating a loglikelihood in regress
Date   Wed, 02 May 2007 23:43:12 -0500

Augmenting Richard Williams <Richard.A.Williams.5@ND.edu>
solutions to Dan MacNulty's quest for a linear regression
that reports a log-likelihood, here are a few other fun
suggestions (all using official commands).

	. sysuse auto

	. intreg mpg mpg weight displacement

	. gen t = _n
	. tsset t
	. arima mpg weight displacement

	. arch  mpg weight displacement

	. gen id = 1
	. xtset id
	. xtgls mpg weight displacement, igls

 
-- Vince 
   vwiggins@stata.com

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