Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: how to solve nonlinear equations numerically


From   "Oleksii Birulin" <[email protected]>
To   <[email protected]>
Subject   RE: st: how to solve nonlinear equations numerically
Date   Mon, 21 Jan 2008 08:24:33 +1100

Maarten, 

Thank you very much. I will have a look.

Oleksii

-----Original Message-----
From: [email protected] on behalf of Maarten buis
Sent: Sun 1/20/2008 8:36 PM
To: [email protected]
Subject: Re: st: how to solve nonlinear equations numerically
 
--- Oleksii Birulin <[email protected]> wrote:
> In short, I am estimating a model by maximum likelihood, but my
> estimation equation is nonlinear and does not have a closed form
> solution. So, for every ML iteration I need to step outside of ML and
> solve for my parameters numerically.

There has been a special issue of the Stata journal on maximum
simulated likelihood: 2006, vol 6, nr 2. The authors seem to tackle a
similar problem, so the example code in that issue might contain a
solution.

Hope this helps,
Maarten



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index