Literature aside, what you want in your program is
a definition of the log likelihood function, not of
the likelihood function. Recall that multiplications
in the likelihood reduce to additions in the log
likelihood.
Nick
[email protected]
Partha Deb
> You could look up Cameron and Trivedi on counts or
> microeconometrics, Greene
> (I think), the Stata manual entry for nbreg, etc. for the
> density function
> and/or likelihood function for a negative binomial. Sorry I
> can't be more
> specific because I don't have these books handy.
Vimalanand S. Prabhu wrote:
> > Can you please make any suggestions as to how I can proceed?
Partha Deb wrote:
> >> Watch the # - I think you want * .
> >>
> >> Also, this isn't the likelihood function for a NB unless you do
> >> something more with uu. As specified, since uu is a
> constant, it's a
> >> Poisson with an additional constant (and hence not identified).
> >>
*
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