Maximum Likelihood Estimation with Stata, Fifth Edition - Image 1

£55.19

Stata Press Maximum Likelihood Estimation with Stata, Fifth Edition

Name: Maximum Likelihood Estimation with Stata, Fifth Edition
Brand: Stata Press
Price: 55.19 GBP
Availability: InStock

Software & Graphics

Same price for 24 weeks. Today is much like next week.

£55 for 167 days straight · last change was Sep 2025

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 627 days • 627 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 627 days • 6 price levels

Days at Price

Current Price

Price Analysis

Most common price: £56 (228 days, 36.4%)

Price range: £50 - £57

Price levels: 6 different prices over 627 days

Description

Maximum Likelihood Estimation with Stata, Fifth Edition is the essential reference and guide for researchers in all disciplines who wish to write maximum likelihood (ML) estimators in Stata. Beyond providing comprehensive coverage of Stata’s commands for writing ML estimators, the book presents an overview of the underpinnings of maximum likelihood and how to think about ML estimation. The fifth edition includes a new second chapter that demonstrates the easy-to-use mlexp command. This command allows you to directly specify a likelihood function and perform estimation without any programming. The core of the book focuses on Stata's ml command. It shows you how to take full advantage of ml’s noteworthy features: Linear constraints Four optimization algorithms (Newton–Raphson, DFP, BFGS, and BHHH) Observed information matrix (OIM) variance estimator Outer product of gradients (OPG) variance estimator Huber/White/sandwich robust variance estimator Cluster–robust variance estimator Complete and automatic support for survey data analysis Direct support of evaluator functions written in Mata When appropriate options are used, many of these features are provided automatically by ml and require no special programming or intervention by the researcher writing the estimator. In later chapters, you will learn how to take advantage of Mata, Stata's matrix programming language. For ease of programming and potential speed improvements, you can write your likelihood-evaluator program in Mata and continue to use ml to control the maximization process. A new chapter in the fifth edition shows how you can use the moptimize() suite of Mata functions if you want to implement your maximum likelihood estimator entirely within Mata. In the final chapter, the authors illustrate the major steps required to get from log-likelihood function to fully operational estimation command. This is done using several different models: logit and probit, linear regression, Weibull regression, the Cox proportional hazards model, random-effects regression, and seemingly unrelated regression. This edition adds a new example of a bivariate Poisson model, a model that is not available otherwise in Stata. The authors provide extensive advice for developing your own estimation commands. With a little care and the help of this book, users will be able to write their own estimation commands---commands that look and behave just like the official estimation commands in Stata. Whether you want to fit a special ML estimator for your own research or wish to write a general-purpose ML estimator for others to use, you need this book.

Key Features

New Store Stock

Product Specifications

Brand: Stata Press
Format: paperback
ASIN: 159718411X
Category: Books > Subjects > Computing & Internet > Software & Graphics
Domain: Amazon UK
Release Date: 23 November 2023
Listed Since: 18 October 2023

Barcode

No barcode data available

Stata Press Maximum Likelihood Estimation with Stata, Fifth Edition

Same price for 24 weeks. Today is much like next week.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Handbook of Statistical Analyses Using Stata

Quasi-Least Squares Regression: 132 (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Methods of Statistical Model Estimation

A Handbook of Statistical Analyses Using Stata, Fourth Edition

Numerical Issues in Statistical Computing for the Social Scientist: 431 (Wiley Series in Probability and Statistics)

Statistics Using Stata: An Integrative Approach

Applied Statistics Using Stata: A Guide for the Social Sciences

Statistical Modelling for Social Researchers: Principles and Practice (Social Research Today)

Logistic Regression Models (Chapman & Hall/CRC Texts in Statistical Science)

Experimetrics: Econometrics for Experimental Economics

Experimetrics: Econometrics for Experimental Economics

Logistic Regression Models (Chapman & Hall/CRC Texts in Statistical Science)

Statistical Analysis of Human Growth and Development: 62 (Chapman & Hall/CRC Biostatistics Series)

Data Analysis Using Stata, Third Edition

Exercises and Solutions in Statistical Theory: 99 (Chapman & Hall/CRC Texts in Statistical Science)

An Introduction to Modern Econometrics Using Stata

Applied Statistical Learning: With Case Studies in Stata (Statistics and Computing)

Applied Statistical Learning: With Case Studies in Stata (Statistics and Computing)

A Gentle Introduction to Stata, Revised Sixth Edition

Statistical Modeling for Biomedical Researchers: A Simple Introduction To The Analysis Of Complex Data (Cambridge Medicine (Paperback))

Mathematical Statistics: Basic Ideas and Selected Topics, Volume II: 119 (Chapman & Hall/CRC Texts in Statistical Science)

Essential Medical Statistics: 11

Topics in Theoretical and Applied Statistics (Selected Papers of the Statistical Societies)

Multilevel and Longitudinal Modeling Using Stata, Volume II: Categorical Responses, Counts, and Survival: 2