Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: mle estimation
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: mle estimation
Date
Mon, 8 Oct 2012 12:40:06 +0200
On Mon, Oct 8, 2012 at 12:26 PM, Jason Rosenberg wrote:
> 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?
Yes, see -help ml-. You'll probably need access to
William Gould, Jeffrey Pitblado, and Brian Poi (2010) "Maximum
Likelihood Estimation with Stata", Fourth Edition. College Station,
TX: Stata Press.
<http://www.stata.com/bookstore/maximum-likelihood-estimation-stata/>
-- Maarten
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
---------------------------------
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/