On Sat, 4 Jan 2003 [email protected] wrote:
> Does anyone know how to get Stata to estimate, using max likelihood,
> the parameters of a distribution using a sample from that
> distribution? I.e. NOT to regress a dependent variable on a set of
> indep. variables, but simply to estimate parameters.
>
<snip>
Do a -findit smfit- or -findit dagumfit-, and then look at the code.
These programs fit parameters of Singh-Maddala and Dagum distribution by
ML -- an example of the situation you described.
Stephen
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