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Re: st: how to solve nonlinear equations numerically

From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: how to solve nonlinear equations numerically
Date   Sun, 20 Jan 2008 09:36:54 +0000 (GMT)

--- 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

Hope this helps,

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

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