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st: Maximization problem


From   Hobst <tobias.friedli@access.uzh.ch>
To   statalist@hsphsun2.harvard.edu
Subject   st: Maximization problem
Date   Thu, 22 Jul 2010 06:08:49 -0700 (PDT)

Hello Statalists

I need to maximize a log-likelihood function. I did this so far using Excel.
(see the attached xls file). In the excel file there is only a 4x4 matrixand
i could easily maximize the equation using the Excel solver. Also for a
bigger matrix (37x37) it worked. But now i want to do this maximization on
an even bigger Scale (300x300 Matrix) and the excel solver just isn't able
to do it. 

It would be great if somebody with MLE Programming skills could have look at
the file i attached and give me some advise, if solving such a problem in
Stata is possible at all (i have only basic programming skills) and how i
could do this... Note that in the second table the diagonal entries contain
different formulas then the off diagonals. The light blue shaded cells show
the data structure i have in my Stata file.

Thank you very much for every kind of help, i would appreciate it a lot.

Regards, Toby

http://statalist.1588530.n2.nabble.com/file/n5325243/CM_optimization_Model.xls
CM_optimization_Model.xls 
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