I am puzzled by this question. But yes,
if you wish to maximize a likelihood function,
-ml- is exactly the right command. And Al
Feiveson was exactly right in pointing you
towards -tden()-.
Nick
[email protected]
Indranil Majumdar
> I am trying to maximize a log-likelihood function involving 3
> parameters (in
> particular, it is the log-likelihood of the t distribution
> with a shift and
> scale parameter). The documentation for the -ml model-
> command requires an
> equation to be specified. In my case I am not sure what that
> equation ought
> to be. My objective is to 'search' for the optimal values of the 3
> parameters - degrees of freedom, shift parameter and scale
> parameter that
> maximize the log-likelihood function.
> Is the -ml- command appropriate for this purpose? Could
> somebody clarify?
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
