Dear all,
I am estimating by ML a likelihood of the form:
L = ln(p1*L1 + p2*L2 + p3*L3 + p4*L4)
where the p's are mixture probabilities and the L's are likelihood contributions of a survival density. now I want to estimate the parameters of this likelihood by the EM - algorithm, and therefore I need to compute the likelihood contribution for each individual and each term given de data and current parameter estimates. My question is how I can do this effeciently, thus given e(b) from a previous step, computing the likelihood contributions for each term, use these to upfdate the p's and estimate the parameters again?
regards,
Marcel
_________________________________________________________________
Express yourself instantly with MSN Messenger! Download today it's FREE!
http://messenger.msn.click-url.com/go/onm00200471ave/direct/01/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
