Maximum Likelihood Estimation With Stata Third Edition
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Author | : William Gould |
Publisher | : Stata Press |
Total Pages | : 312 |
Release | : 2006 |
Genre | : Computers |
ISBN | : 1597180122 |
Download Maximum Likelihood Estimation with Stata, Third Edition Book in PDF, Epub and Kindle
Written by the creators of Stata's likelihood maximization features, Maximum Likelihood Estimation with Stata, Third Edition continues the pioneering work of the previous editions. Emphasizing practical implications for applied work, the first chapter provides an overview of maximum likelihood estimation theory and numerical optimization methods. With step-by-step instructions, the next several chapters detail the use of Stata to maximize user-written likelihood functions. Various examples include logit, probit, linear, Weibull, and random-effects linear regression as well as the Cox proportional hazards model. The final chapters describe how to add a new estimation command to Stata. Assuming a familiarity with Stata, this reference is ideal for researchers who need to maximize their own likelihood functions. New ml commands and their functions: constraint: fits a model with linear constraints on the coefficient by defining your constraints; accepts a constraint matrix ml model: picks up survey characteristics; accepts the subpop option for analyzing survey data optimization algorithms: Berndt-Hall-Hall-Hausman (BHHH), Davidon-Fletcher-Powell (DFP), Broyden-Fletcher-Goldfarb-Shanno (BFGS) ml: switches between optimization algorithms; computes variance estimates using the outer product of gradients (OPG)
Author | : William Gould |
Publisher | : Stata Press |
Total Pages | : 352 |
Release | : 2010-10-27 |
Genre | : Mathematics |
ISBN | : 9781597180788 |
Download Maximum Likelihood Estimation with Stata, Fourth Edition Book in PDF, Epub and Kindle
Maximum Likelihood Estimation with Stata, Fourth Edition is written for researchers in all disciplines who need to compute maximum likelihood estimators that are not available as prepackaged routines. Readers are presumed to be familiar with Stata, but no special programming skills are assumed except in the last few chapters, which detail how to add a new estimation command to Stata. The book begins with an introduction to the theory of maximum likelihood estimation with particular attention on the practical implications for applied work. Individual chapters then describe in detail each of the four types of likelihood evaluator programs and provide numerous examples, such as logit and probit regression, Weibull regression, random-effects linear regression, and the Cox proportional hazards model. Later chapters and appendixes provide additional details about the ml command, provide checklists to follow when writing evaluators, and show how to write your own estimation commands.
Author | : William Gould |
Publisher | : |
Total Pages | : 324 |
Release | : 2003 |
Genre | : Mathematics |
ISBN | : |
Download Maximum Likelihood Estimation with Stata Book in PDF, Epub and Kindle
Author | : William Gould |
Publisher | : |
Total Pages | : 352 |
Release | : 2010 |
Genre | : Social sciences |
ISBN | : 9781597182126 |
Download Maximum Likelihood Estimation with Stata Book in PDF, Epub and Kindle
Maximum Likelihood Estimation with Stata, Fourth Edition is written for researchers in all disciplines who need to compute maximum likelihood estimators that are not available as prepackaged routines. Readers are presumed to be familiar with Stata, but no special programming skills are assumed except in the last few chapters, which detail how to add a new estimation command to Stata. The book begins with an introduction to the theory of maximum likelihood estimation with particular attention on the practical implications for applied work. Individual chapters then describe in detail each of the four types of likelihood evaluator programs and provide numerous examples, such as logit and probit regression, Weibull regression, random-effects linear regression, and the Cox proportional hazards model. Later chapters and appendixes provide additional details about the ml command, provide checklists to follow when writing evaluators, and show how to write your own estimation commands.
Author | : J. Scott Long |
Publisher | : Stata Press |
Total Pages | : 559 |
Release | : 2006 |
Genre | : Computers |
ISBN | : 1597180114 |
Download Regression Models for Categorical Dependent Variables Using Stata, Second Edition Book in PDF, Epub and Kindle
The goal of the book is to make easier to carry out the computations necessary for the full interpretation of regression nonlinear models for categorical outcomes usign Stata.
Author | : Mario Cleves |
Publisher | : Stata Press |
Total Pages | : 398 |
Release | : 2008-05-15 |
Genre | : Computers |
ISBN | : 1597180416 |
Download An Introduction to Survival Analysis Using Stata, Second Edition Book in PDF, Epub and Kindle
"[This book] provides new researchers with the foundation for understanding the various approaches for analyzing time-to-event data. This book serves not only as a tutorial for those wishing to learn survival analysis but as a ... reference for experienced researchers ..."--Book jacket.
Author | : Ulrich Kohler (Dr. phil.) |
Publisher | : Stata Press |
Total Pages | : 399 |
Release | : 2005-06-15 |
Genre | : Computers |
ISBN | : 1597180076 |
Download Data Analysis Using Stata Book in PDF, Epub and Kindle
"This book provides a comprehensive introduction to Stata with an emphasis on data management, linear regression, logistic modeling, and using programs to automate repetitive tasks. Using data from a longitudinal study of private households in Germany, the book presents many examples from the social sciences to bring beginners up to speed on the use of Stata." -- BACK COVER.
Author | : Brian S. Everitt |
Publisher | : CRC Press |
Total Pages | : 354 |
Release | : 2006-11-15 |
Genre | : Mathematics |
ISBN | : 1466580577 |
Download Handbook of Statistical Analyses Using Stata Book in PDF, Epub and Kindle
With each new release of Stata, a comprehensive resource is needed to highlight the improvements as well as discuss the fundamentals of the software. Fulfilling this need, AHandbook of Statistical Analyses Using Stata, Fourth Edition has been fully updated to provide an introduction to Stata version 9. This edition covers many
Author | : James W. Hardin |
Publisher | : Stata Press |
Total Pages | : 413 |
Release | : 2007 |
Genre | : Computers |
ISBN | : 1597180149 |
Download Generalized Linear Models and Extensions, Second Edition Book in PDF, Epub and Kindle
Deftly balancing theory and application, this book stands out in its coverage of the derivation of the GLM families and their foremost links. This edition has new sections on discrete response models, including zero-truncated, zero-inflated, censored, and hurdle count models, as well as heterogeneous negative binomial, and more.
Author | : Christopher F. Baum |
Publisher | : Stata Press |
Total Pages | : 362 |
Release | : 2006-08-17 |
Genre | : Business & Economics |
ISBN | : 1597180130 |
Download An Introduction to Modern Econometrics Using Stata Book in PDF, Epub and Kindle
Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, this introduction illustrates how to apply econometric theories used in modern empirical research using Stata. The author emphasizes the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how to apply the theories to real data sets. The book first builds familiarity with the basic skills needed to work with econometric data in Stata before delving into the core topics, which range from the multiple linear regression model to instrumental-variables estimation.