Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: Re: st: NLLS w/ normal distribution - some parameters not estimated
From
Denis Kalugin <[email protected]>
To
statalist <[email protected]>
Subject
Re: Re: st: NLLS w/ normal distribution - some parameters not estimated
Date
Sun, 13 Jun 2010 22:06:51 +0400
Thanks for the input!
I was thinking about ml, but it's beyond me how to input two sets of
parameters (xb1 and xb2) into ml model estimation. On top of that,
several authors commented that in this setting ml estimation often
results in -infinity loglikelihood value (which i got on a certain
stage of my trials) hence using this approach is not advisable. I
might give gmm a try, but it sounds like a rather complicated
programming task. Can you suggest a good reading on introductory gmm
in Stata?
Best regards, Denis.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/