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Re: st: RE: Maximize a function that contains an integral


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Maximize a function that contains an integral
Date   Wed, 4 Mar 2009 09:46:38 +0000 (GMT)

--- Bob Hammond wrote:
> > I want to find the maximum of a function that contains an
> > integral without an analytical solution. 

--- On Tue, 3/3/09, Feiveson, Alan H. wrote:
> Bob - Try looking at
> http://www.stata.com/meeting/3nasug/abstracts.html 

An alternative approach would be maximum simulated likelihood. 
There has been a special issue on that in the Stata Journal:
http://www.stata-journal.com/sj6-2.html

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

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



      

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