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Re: st: Penalized MLE


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Penalized MLE
Date   Sat, 26 Jan 2008 11:00:00 +0000 (GMT)

--- SR Millis <[email protected]> wrote:
> Is it possible to do penalized maximum likelihood
> estimation in Stata? A search of the Archives failed
> to turn up anything on this topic.

-findit penalized- turns up the -gam- package. 

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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