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Re: st: -SML- estimator of Klein and Spady (1993)


From   Reshmi Sengupta <sengupta.r12@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -SML- estimator of Klein and Spady (1993)
Date   Fri, 9 Mar 2012 10:10:56 -0600

Hello Nick,

I am sorry if I have inadvertently violated any of the Statalist
policies. But I thought, in my post, I clearly explained my problem. I
wish to obtain the predicted values of the dependent variable after
the -sml- estimation (which is like obtaining predicted values after
any regression). I was wondering whether there is any -predict-
command associated with the program. Also whether -sml- is applicable
using panel data. Sorry, if anything was incomprehensible. It is
absolutely fine, if there are no prompt answers to these questions. I
will try to contact the author and resolve my issues.

Thanks for your reply.

Regards,

RSG

On Fri, Mar 9, 2012 at 3:10 AM, Nick Cox <njcoxstata@gmail.com> wrote:
> This is a question about a user-written program (whose provenance is
> not given) explained by a reference (which is manifestly incomplete).
> As it seems no one feels expert on this program, some guesses are
>
> (3) If none are evident in the documentation, they don't exist.
>
> (2) If no -svy- support is evident in the documentation, it has not
> been provided.
>
> In general, contact the author, who may be guessed to be not a member
> of Statalist, and please do respect advice in the Statalist FAQ about
> giving full details of your problem.
>
> Nick
>
> On Thu, Mar 8, 2012 at 5:22 PM, Reshmi Sengupta <sengupta.r12@gmail.com> wrote:
>> Dear Friends,
>>
>> (1) How can I obtain the fitted values for the y-variable (dependent
>> variable) after estimation using -sml- ("sml fits univariate
>> binary-choice models by the semiparametric maximum likelihood
>> estimator of Klein and Spady (1993)")?
>>
>> (2) Also can -sml- be used with panel data?
>>
>> (3) What are the post-estimation commands for -sml- and how to obtain them?
>>
>> Any help would be appreciated.
>>
>> Thank you so much.
>>
>> With Best Regards,
>>
>> R. Sengupta
>> *
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