Andreas Beger

Data scientist

Programming MLE models in Stata

Tags: #Code #Stata

Another set of notes from when I was TA for our Advanced Quantitative Methods course with Prof. Matt Golder in 2008. The notes for Programming MLE models in Stata (pdf) walk you through how to recreate your own logit regression command and ado files for Stata, as well as how to use simulations to check your model.  Here are also the associated ado and do files.

The notes are closely based on Maximum Likelihood Estimation with Stata (2006, see full citation in the notes), which is definitely worth it if you are considering writing your own MLE commands in Stata.