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Re: st: Non-linear random effect model: write my own ml program

From   Maarten buis <>
Subject   Re: st: Non-linear random effect model: write my own ml program
Date   Wed, 5 May 2010 07:11:32 +0000 (GMT)

--- On Tue, 4/5/10, Yuyan Shi wrote:
> I want to estimate a user-specified non-linear random
> effect model, which does not have routine in Stata.
<snip> However, my experience in non-linear panel data
> programming is limited. Can someone outline the steps
> I should do for a ml estimation?

That is a big project. I would start with getting:

William Gould, Jeffrey Pitblado, William Sribney (2006)
Maximum Likelihood Estimation with Stata, 3rd Edition.
College Station TX: Stata press.

If you are new to programming in Stata, you might also
want to get:
Christopher F. Baum (2009) An Introduction to Stata 
Programming. College Station, TX: Stata Press.

And look at the articles in the Stata Journal volume 6,
number 2: The special issue on maximum simulated likelihood:

Hope this helps,

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


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