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Re: Re: st: NLLS w/ normal distribution - some parameters not estimated


From   Denis Kalugin <denis.kalugin@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
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.
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