[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: estimating multivariate t distributions
Is anybody out there estimating multivariate t distributions in STATA?
I'm currently using a SUREG approach to multivariate normal (rather than
building the multivariate normal by hand in an ML procedure), but I need
to use the multivariate t also. Can anybody help me?
Casey Quinn
Centre for Health Economics
University of York
York YO10 5DD
England
Phone: +44 1904 32 1411
Fax: +44 1094 32 1402
Web: http://www.york.ac.uk/inst/che/staff/quinn/html
Email: [email protected]
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/