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Re: st: WESMLE


From   "Arne Risa Hole" <arnehole@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: WESMLE
Date   Mon, 14 Apr 2008 14:41:33 +0100

The Weighted Exogenous Sample Maximimum Likelihood Estimator described
by Lerman and Manski is a -clogit- model with -pweights- so Maarten is
spot on when he says that:

> 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.

Arne

Reference:
The Estimation of Choice Probabilities from Choice Based Samples
Author(s): Charles F. Manski and Steven R. Lerman
Source: Econometrica, Vol. 45, No. 8 (Nov., 1977), pp. 1977-1988

On 13/04/2008, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- Gerald R Marschke <marschke@albany.edu> 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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