From: �scar Louren�o <[email protected]>
Reply-To: [email protected]
To: <[email protected]>
Subject: st: Gausshermite Ado file and ML program evaluator
Date: Mon, 30 Jan 2006 13:47:34 -0000
Dear StataListers
In a Project that aims at analyzing a count data variable I am trying to
estimate a model where I have to evaluate a likelihood function that has an
integral without analytical solution.
The likelihood function is
LOG_L = SUM( LOG(integral(truncated poisson*g(u)_du)),
where g(u) is the normal distribution with variance sigma^2.
My goal is to maximize such likelihood function.
To evaluate a single integral I can use gausshermite.ado, written by
Jean-Benoit Hardouin, and it works fine, however I am stuck in how to use
gausshermite.ado in a ML program evaluator
Do any of you have any suggestion about how to use gausshermite.ado file in
an ML program, in order to proceed with model estimation?
Best regards
O. Louren�o
*
* 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/
