Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Stata Journal 6(2) is out: theme of maximum simulated likelihood

From   "Nick Cox" <>
To   <>
Subject   st: Stata Journal 6(2) is out: theme of maximum simulated likelihood
Date   Fri, 16 Jun 2006 13:36:40 +0100

As subscribers will know, electronic copies of SJ 6(2) have been 
emailed and paper copies will follow shortly. 

The Editors would like to tell all Statalist members that 
SJ 6(2) is a special issue on maximum simulated likelihood, 
with several substantial papers in this key field. 
This was put together with the help of David Drukker, StataCorp, 
to whom many thanks. 	

The MSL theme includes 

Calculation of multivariate normal probabilities by simulation, 
with applications to maximum simulated likelihood estimation 
L. Cappellari and S. P. Jenkins 

A Mata Geweke-Hajivassiliou-Keane multivarite normal simulator 
R. Gates 

Generating Halton sequences using Mata 
D. M. Drukker and R. Gates 

Estimation of multinomial logit models with unobserved 
heterogeneity using maximum simulated likelihood 
P. Haan and A. Uhlendorff 

Maximum simulated likelihood estimation of a negative binomial 
regression model with multinomial endogenous treatment 
P. Deb and P. K. Trivedi 

Maximum simulated likelihood estimation of random-effects 
dynamic probit models with autocorrelated errors 
M. B. Stewart 

In addition, the issue includes 

Review of Regression Models for Categorical Dependent 
Variables Using Stata, Second Edition, by Long and Freese 
R. Williams 

Notes and Comments
Stata tip 31: Scalar or variable? The problem of ambiguous names 
G. I. Kolev 

Stata tip 32: Do not stop 
S. P. Jenkins 

Stata tip 33: Sweet sixteen: Hexadecimal formats and precision problems 
N. J. Cox 

Software Updates

Abstracts are accessible to all from

You may buy copies of this special issue or, naturally, start
a subscription at any time. More information is available
from the same page. 

Joe Newton, Nick Cox
Editors, Stata Journal

*   For searches and help try:

© Copyright 1996–2023 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index