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st: "brute force" procedure for ml init
From
Ian Breunig <[email protected]>
To
[email protected]
Subject
st: "brute force" procedure for ml init
Date
Mon, 8 Mar 2010 11:20:57 -0700
Dear statalist,
I need to conduct a "brute force" procedure to search for initial
parameter values for a MLE with a relatively large amount of
parameters. I'd like to to be able to use some sort of loop with a
program to do this. For example, I believe that I would like to start
by randomly drawing (kx1) starting values using a random number
generator for a uniform distribution on the unit interval (can I do
this using the "ml init" command?), then maximize. Then repeat this
process several times.
Any advice on how to conduct this "brute force" technique, or even
just for part of the technique neverminding the looping, (or for any
alternative techniques), would be helpful.
Thanks ahead of time,
Ian Breunig
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