--- Oleksii Birulin <[email protected]> wrote:
> In short, I am estimating a model by maximum likelihood, but my
> estimation equation is nonlinear and does not have a closed form
> solution. So, for every ML iteration I need to step outside of ML and
> solve for my parameters numerically.
There has been a special issue of the Stata journal on maximum
simulated likelihood: 2006, vol 6, nr 2. The authors seem to tackle a
similar problem, so the example code in that issue might contain a
solution.
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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