Search Results for "maximum-likelihood-estimation-with-stata-fourth-edition"

Maximum Likelihood Estimation with Stata, Fourth Edition

Maximum Likelihood Estimation with Stata, Fourth Edition

  • Author: William Gould,Jeffrey Pitblado,Brian Poi
  • Publisher: Stata Press
  • ISBN: 9781597180788
  • Category: Mathematics
  • Page: 352
  • View: 6839
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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.

Generalized Estimating Equations, Second Edition

Generalized Estimating Equations, Second Edition

  • Author: James W. Hardin,Joseph M. Hilbe
  • Publisher: CRC Press
  • ISBN: 1439881138
  • Category: Mathematics
  • Page: 277
  • View: 3963
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Generalized Estimating Equations, Second Edition updates the best-selling previous edition, which has been the standard text on the subject since it was published a decade ago. Combining theory and application, the text provides readers with a comprehensive discussion of GEE and related models. Numerous examples are employed throughout the text, along with the software code used to create, run, and evaluate the models being examined. Stata is used as the primary software for running and displaying modeling output; associated R code is also given to allow R users to replicate Stata examples. Specific examples of SAS usage are provided in the final chapter as well as on the book’s website. This second edition incorporates comments and suggestions from a variety of sources, including the Statistics.com course on longitudinal and panel models taught by the authors. Other enhancements include an examination of GEE marginal effects; a more thorough presentation of hypothesis testing and diagnostics, covering competing hierarchical models; and a more detailed examination of previously discussed subjects. Along with doubling the number of end-of-chapter exercises, this edition expands discussion of various models associated with GEE, such as penalized GEE, cumulative and multinomial GEE, survey GEE, and quasi-least squares regression. It also offers a thoroughly new presentation of model selection procedures, including the introduction of an extension to the QIC measure that is applicable for choosing among working correlation structures. See Professor Hilbe discuss the book.

Handbook of Statistical Analyses Using Stata, Fourth Edition

Handbook of Statistical Analyses Using Stata, Fourth Edition

  • Author: Brian S. Everitt,Sophia Rabe-Hesketh
  • Publisher: CRC Press
  • ISBN: 9781584887560
  • Category: Mathematics
  • Page: 352
  • View: 853
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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, A Handbook of Statistical Analyses Using Stata, Fourth Edition has been fully updated to provide an introduction to Stata version 9. This edition covers many new features of Stata, including a new command for mixed models and a new matrix language. Each chapter describes the analysis appropriate for a particular application, focusing on the medical, social, and behavioral fields. The authors begin each chapter with descriptions of the data and the statistical techniques to be used. The methods covered include descriptives, simple tests, variance analysis, multiple linear regression, logistic regression, generalized linear models, survival analysis, random effects models, and cluster analysis. The core of the book centers on how to use Stata to perform analyses and how to interpret the results. The chapters conclude with several exercises based on data sets from different disciplines. A concise guide to the latest version of Stata, A Handbook of Statistical Analyses Using Stata, Fourth Edition illustrates the benefits of using Stata to perform various statistical analyses for both data analysis courses and self-study.

Maximum Likelihood Estimation with Stata, Third Edition

Maximum Likelihood Estimation with Stata, Third Edition

  • Author: William Gould,Jeffrey Pitblado,William Sribney
  • Publisher: Stata Press
  • ISBN: 1597180122
  • Category: Computers
  • Page: 290
  • View: 3244
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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)

Statistics with STATA: Version 12

Statistics with STATA: Version 12

  • Author: Lawrence C. Hamilton
  • Publisher: Cengage Learning
  • ISBN: 1285632559
  • Category: Mathematics
  • Page: 496
  • View: 8537
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For students and practicing researchers alike, STATISTICS WITH STATA Version 12 opens the door to the full use of the popular Stata program--a fast, flexible, and easy-to-use environment for data management and statistics analysis. Integrating Stata's impressive graphics, this comprehensive book presents hundreds of examples showing how to apply Stata to accomplish a wide variety of tasks. Like Stata itself, STATISTICS WITH STATA will make it easier for readers to move fluidly through the world of modern data analysis. Important Notice: Media content referenced within the product description or the product text may not be available in the ebook version.

Maximum Likelihood Estimation with Stata

Maximum Likelihood Estimation with Stata

  • Author: William Gould,Jeffrey Pitblado,William Sribney
  • Publisher: N.A
  • ISBN: N.A
  • Category: Estimation theory
  • Page: 299
  • View: 7420
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Statistics with Stata

Statistics with Stata

Updated for Version 8

  • Author: Lawrence C. Hamilton
  • Publisher: Duxbury Press
  • ISBN: N.A
  • Category: Social Science
  • Page: 409
  • View: 7687
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Stata is a powerful data analysis software. This handbook was designed to bridge the gap between textbooks and Stata's own documentation. In this intermediary role, STATISTICS WITH STATA uses easy to follow tutorials to demonstrate how to use Stata to accomplish some of the most common statistical tasks. While Stata's user documentation is over 4,000 pages, this tidy manual is just 400 pages, and introduces students and practitioners to both basic and advanced features of Stata.

Productivity, Land Policies and Input Markets in Nicaragua

Productivity, Land Policies and Input Markets in Nicaragua

  • Author: Juan Sebastián Chamorro
  • Publisher: N.A
  • ISBN: N.A
  • Category:
  • Page: 197
  • View: 713
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Stata Reference Manual: H-O

Stata Reference Manual: H-O

  • Author: Stata Corporation
  • Publisher: N.A
  • ISBN: 9781881228493
  • Category: Social sciences
  • Page: 598
  • View: 6985
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Palgrave Handbook of Econometrics

Palgrave Handbook of Econometrics

Volume 2: Applied Econometrics

  • Author: Terence C. Mills,Kerry Patterson
  • Publisher: Palgrave Macmillan
  • ISBN: N.A
  • Category: Business & Economics
  • Page: 1424
  • View: 4660
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Palgrave Handbooks of Econometrics comprises 'landmark' essays by the world's leading scholars and provides authoritative guidance in key areas of econometrics. With definitive contributions on the subject, the Handbook is an essential source for reference for professional econometricians, economists, researchers and students. Following the successful Palgrave Handbook of Econometrics: Volume 1, this second volume brings together leading academics working in econometrics today and explores applied econometrics. Volume 2 contains contributions on subjects including growth/development econometrics, computing, microeconomics, macroeconomics, finance, spatial and urban economics and international economics.