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st: halls adjustment for skewness


From   "Rajesh Tharyan" <[email protected]>
To   <[email protected]>
Subject   st: halls adjustment for skewness
Date   Sun, 20 Jan 2008 16:43:34 -0000

Hi all,

Is anyone familiar with the halls adjustment for skewness? Is there any
good reference on this? There is a johnsons adjustment but how is halls
measure better than johnsons method. Any pointers in the right direction
is valuable..

Thanks 
rajesh

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Maarten buis
Sent: 20 January 2008 09:37
To: [email protected]
Subject: Re: st: how to solve nonlinear equations numerically

--- Oleksii Birulin <[email protected]> wrote:
> In short, I am estimating a model by maximum likelihood, but my
> estimation equation is nonlinear and does not have a closed form
> solution. So, for every ML iteration I need to step outside of ML and
> solve for my parameters numerically.

There has been a special issue of the Stata journal on maximum
simulated likelihood: 2006, vol 6, nr 2. The authors seem to tackle a
similar problem, so the example code in that issue might contain a
solution.

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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