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st: RE: RE: Penalized Maximum-likelihood


From   "Rodrigo Alfaro A." <ralfaro@bcentral.cl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Penalized Maximum-likelihood
Date   Mon, 5 May 2008 18:41:53 -0400

The code is in the post. I think that you could use it. 


-----Mensaje original-----
De: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] En nombre de Chen, Xiao
Enviado el: Lunes, 05 de Mayo de 2008 06:18 p.m.
Para: statalist@hsphsun2.harvard.edu
Asunto: st: RE: Penalized Maximum-likelihood 

Has anyone posted a stata program for doing penalized maximum-likelihood
estimation for logistic regression to deal with complete or
quasi-complete separation issue? 

I know that a couple of years ago, Joseph Coveney posted Stata code for
it:

http://www.stata.com/statalist/archive/2005-11/msg00786.html

But I couldn't find anything via findit. 

Best,

Xiao

_______________________________
Xiao Chen
Statistical Consulting Group
UCLA Academic Technology Services
http://www.ats.ucla.edu/stat/
 


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