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Re: st: WESMLE


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: WESMLE
Date   Sun, 13 Apr 2008 10:32:09 +0100 (BST)

--- Gerald R Marschke <[email protected]> wrote:
> Does anybody know where I might find a Stata program for implementing
> Weighted Exogenous Sample Maximimum Likelihood Estimator (WESMLE)
> (Manksi and Lerman, 1977)?  Thanks!

-findit Weighted Exogenous Sample Maximimum Likelihood Estimator- does
not show any matches. As you haven't given the complete reference I can
not give any more advise than the following general comments: 

o It is very common that such techniques are either implemented under
another name, or that computationally speaking they are nothing special
and can be done with existing commands. 

o To quote from the Statalist FAQ: "Precise literature references
please! Please do not assume that the literature familiar to you is
familiar to all members of Statalist. Do not refer to publications with
just minimal details (e.g., author and date). Questions of the form
�Has anyone implemented the heteroscedasticity under a full moon test
of Sue, Grabbit, and Runne (1989)?� admittedly divide the world. Anyone
who has not heard of the said test would not be helped by the full
reference to answer the question, but they might well appreciate the
full reference."

--Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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