try typing -help nl-
Best regards,
Artur
Mensaje citado por Pablo Mitnik <[email protected]>:
> Dear statalist,
>
> I need to do numerical optimization for a function that is not a
> likelihood function but a (rather complex) loss function. Given that
> stata has the command ml, and that more in general it uses algorithms of
> numerical optimization in many other commands as well, I guess that I
> should be able to find the vector of parameters that minimize my loss
> function by simply writing an appropriate evaluator and using an
> existing command to call it. But I haven't been able to figure out what
> command/s to use. I thought of "tricking" ml (d0) by giving it minus my
> loss function as if it were log L, but the way in which (in my limited
> understanding) ml works, with the thetas defined as linear functions of
> the parameters, seems to preclude this alternative (my loss function,
> which would produce the scalar lnf, is not linear on the parameters).
>
> I would appreciate a lot any help -- hopefully, it is just pointing me
> to the right command.
>
> Pablo Mitnik
>
> --
> Pablo A. Mitnik
> University of Wisconsin-Madison (http://www.wisc.edu/ )
> Department of Sociology ( http://www.ssc.wisc.edu/soc/)
> Center on Wisconsin Strategy (http://www.cows.org/ )
> 1180 Observatory Drive
> Room 7114A
> Madison, WI 53706
> TEL (608) 2621839
> E-mail: [email protected]
>
>
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