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Re: st: calculating a loglikelihood in regress
Augmenting Richard Williams <[email protected]>
solutions to Dan MacNulty's quest for a linear regression
that reports a log-likelihood, here are a few other fun
suggestions (all using official commands).
. sysuse auto
. intreg mpg mpg weight displacement
. gen t = _n
. tsset t
. arima mpg weight displacement
. arch mpg weight displacement
. gen id = 1
. xtset id
. xtgls mpg weight displacement, igls
-- Vince
[email protected]
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