stata极大似然估计示例

以下是一个stata极大似然估计的示例：

// 导入数据
sysuse auto

// 定义对数似然函数
program define logit
    version 14
    syntax varlist [if] [in], ///
        [fweights(string)] [iweights(string)] ///
        [offset(string)] [ll(real scalar)]
    tempname b
    quietly replace `ll' = 0
    qui {
        logistic `varlist' `if' `in' `fweights' `iweights' `offset', nocons
        matrix `b' = e(b)
        replace `ll' = ln(e(exp(1))) if e(sample)
    }
    return scalar ll = `ll'
end

// 进行极大似然估计
logit foreign weight length

// 查看结果
estimates table