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st: mle estimation
From
Jason Rosenberg <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: mle estimation
Date
Mon, 8 Oct 2012 10:26:46 +0000
I want to perform a non-linear maximization using maximium likelihood estimation on this equation:
llik[i] = log(param[1]) - log(gamma(param[2]/param[1])) +
2 * param[2] * log(param[3]) - log(t[i] + t0) - (param[3]^2/(t[i] +
t0))^param[1]
where t pulls its data from a specified source, either a variable in stata or from an excel spread sheet.
Is this possible to do in stata?
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