Maarten,
Thank you very much. I will have a look.
Oleksii
-----Original Message-----
From: [email protected] on behalf of Maarten buis
Sent: Sun 1/20/2008 8:36 PM
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
