Does anyone know how to get Stata to estimate, using max likelihood,
the parameters of a distribution using a sample from that
distribution? I.e. NOT to regress a dependent variable on a set of
indep. variables, but simply to estimate parameters.
The problem is that the ml model in Stata seems to require a regression
equation to be input as part of the maximising program and the model
instruction.
I can circumvent the problem for straightforward distributions, such as
the Normal, by estimating a constant only regression. But the
distribution I'm looking at is a censored one, so including a constant
in the maximising program messes up the censoring.
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