MLE

The MLE command does Maximum Likelihood Estimation of some regression models with non-normal errors.

In general, the format of the MLE command is:

  MLE depvar indeps / options

The ANOVA, DUMP, GF, LININV, LINLOG, LIST, LOGINV, LOGLIN, LOGLOG, MAX, NOCONSTANT, NONORM, PCOR, PCOV, RSTAT, BEG=, END=, COEF=, COV=, PREDICT=, RESID=, STDERR=, TRATIO= and WEIGHT= options, as defined for OLS, are available on the MLE command. Also, CONV=, IN=, ITER=, OUT= and PITER= as defined for NL may be used on the MLE command.

The following additional options are available.

Option Description
LM Performs a Lagrange Multiplier test of the estimated models against a less restricted model.
METHOD= Specifies the nonlinear algorithm to use.
TYPE= Specifies the type of distribution to be assumed for the errors as EXP (the default), WEIBULL, EWEIBULL, BETA, EBETA, MBETA, GAMMA, EGAMM, GG, EGG, LOGNORM, EXTREMEV, POISSON or EPOISSON.

The available temporary variables on the MLE command are:
$DF, $DW, $ERR, $K, $LLF, $N, $R2, $R2OP, $RAW, $RHO, $SIG2, $SSE, $SSR, $SST, $ZDF, $ZSSR, $ZSST.