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Francisco Mejia started a topic Computing the Sum of Squared Errors between an Empirical Distribution Function and a estimated parametric functionin GeneralComputing the Sum of Squared Errors between an Empirical Distribution Function and a estimated parametric function
I am trying to evaluate the goodness of fit between an Empirical Distribution function and parametric distributions whose parameters were estimated and...
 6 posts

How do I code my own likelihood function for this kind of a problem.
I am trying to fit a Poisson regression model using my own likelihood function. I have seen the basic example of how I would do it but the thing is that...
 1 post

asmixlogit gradient
Hello All,
I have a general question about asmixlogit. The userwritten mixlogit command computed the same mixed logit model and computed...
 4 posts

xsmle: initial values not feasible  numerical overflow
Hi all,
I have a problem using the xsmle command for spatial panel estimations. I'm trying to run:
Code:xsmle rate_t rate_sol_t region_type
 7 posts

Chilin Tsai started a topic How to pass extra information to a maximumlikelihood evaluator when using ml?in GeneralHow to pass extra information to a maximumlikelihood evaluator when using ml?
Hi,
I know that, if I directly use Mata's moptimize, I can use moptimize_init_userinfo and moptimize_util_userinfo to pass extra information...
 4 posts

Regression analysis for the Itemcount technique using Stata
Hi,
I programmed two commands – kictml and kictls – for Stata users to perform regression analysis on data from the itemcount technique...
 1 post

Yang Huang started a topic FIML for endogenous switching model with an endogenous explanatory variablein GeneralFIML for endogenous switching model with an endogenous explanatory variable
In an endogenous switching model, if there is an additional endogenous explanatory variable, I think we can either follow a control function approach...
 1 post

ml command with endogenous variables
I am estimating utility function parameters with STATAs ml command. I am wondering if there is a way to include an instrumental variable with the ml command....
 3 posts

Convergence in MLE
Dear StataCommunity,
I am a StataRookie and have just started using Stata to perform a ML estimation, in which I am trying to adapt the...
 1 post

Panel probit (pooled) with crosssectional selection equation
I'm estimating a panel probit in a pooled way (just stacking the observations  no need to correct for the panel structure right now). I have n observations...
 4 posts

Parameter bounds in maximum likelihood estimation
Hello everyone,
I am estimating a model where one of the parameters is a probability, hence its domain is [0,1]. I am struggling to find...Last edited by Gabriel Kreindler; 11 Aug 2016, 08:55.
 5 posts

Michael Keller started a topic Problem with Haan and Uhlendorf maximum likelihood simulation estimation routinein GeneralProblem with Haan and Uhlendorf maximum likelihood simulation estimation routine
Hi everyone,
I want to run a multinomial logit model with correlated unobserved heterogeneity terms in it and a Statalist user recommended...
 1 post

Sebastian Kripfganz started a topic XTDPDQML: new Stata command for quasimaximum likelihood estimation of linear dynamic panel modelsin GeneralXTDPDQML: new Stata command for quasimaximum likelihood estimation of linear dynamic panel models
Dear Statalisters,
I have developed a new Stata estimation command for quasimaximum likelihood estimation of linear dynamic panel data models...
 21 posts
 2 likes

Problem with Maximum Likelihood estimation program
Dear STATA users,
I'm estimating a disequilibrium model (e.g. Laffont and Garcia (1977)). It is made of three equations : demand equation...Last edited by aleksanyan; 14 Jul 2014, 07:52.
 3 posts