Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: the Heteroskedastic Extreme Value (HEV) model


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: the Heteroskedastic Extreme Value (HEV) model
Date   Sat, 6 Apr 2013 09:54:13 +0100

Use -search- or -findit- with appropriate key terms to find out what's
there. If it doesn't exist, you will need to program it yourself.

In addition, the FAQ, which you were asked to read before posting, is
explicit about proper referencing.

"Precise literature references please! Please do not assume that the
literature familiar to you is familiar to all members of Statalist. Do
not refer to publications with just minimal details (for example,
author and date). Questions like “Has anyone implemented the
heteroscedasticity under a full moon test of Sue, Grabbit, and Runne
(1989)?” admittedly divide the world. Anyone who has not heard of the
said test would not be helped by the full reference to answer the
question, but he or she might well appreciate the full reference.
References should be in a form that you would expect in an academic
publication or technical document. For example, include full author
name, date, paper title, journal title, and volume and page numbers in
the case of a journal article."

Nick
njcoxstata@gmail.com

On 6 April 2013 09:29, Lin Lin <linlin.ncnu@gmail.com> wrote:

> I am running a nlogit model and wondering how I can also run the the
> Heteroskedastic Extreme Value (HEV) model developed by Bhat (1995) to varify
> my nest structure.

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index