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Re: st: nonlinear maximum likelihood with ml


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: nonlinear maximum likelihood with ml
Date   Tue, 3 May 2011 08:01:53 +0100 (BST)

--- Tatyana Deryugina
> I'm trying to estimate the parameters of the distribution of an outcome
> (Y) assuming that Y follows a Beta distribution with parameters that
> depend on some X's. It's easy to write down the log likelihood
> function, but the equation for Y is non-linear. 

There is no need to program that yourself as that has already been 
implemented in Stata in the -betafit- package, type in Stata:

ssc desc betafit

Hope this helps,
Maarten
 
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------

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