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Re: st: mle estimation


From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: mle estimation
Date   Mon, 8 Oct 2012 12:40:06 +0200

On Mon, Oct 8, 2012 at 12:26 PM, Jason Rosenberg wrote:
> I want to perform a non-linear maximization using maximium  likelihood estimation on this equation:
> llik[i] = log(param[1]) - log(gamma(param[2]/param[1])) +
>             2 * param[2] * log(param[3]) - log(t[i] + t0) - (param[3]^2/(t[i] +
>             t0))^param[1]
>
> where t pulls its data from a specified source, either a variable in stata or from an excel spread sheet.
>
> Is this possible to do in stata?

Yes, see -help ml-. You'll probably need access to
William Gould, Jeffrey Pitblado, and Brian Poi (2010) "Maximum
Likelihood Estimation with Stata", Fourth Edition. College Station,
TX: Stata Press.
<http://www.stata.com/bookstore/maximum-likelihood-estimation-stata/>

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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