Stata Journal Volume 6 Number 2: Table of contents

(Click on the title to view the abstract or to view a PDF of the article.)

Articles and Columns

Maximum simulated likelihood: Introduction to a special issue

 

Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation

L. Cappellari and S. P. Jenkins

A Mata Geweke–Hajivassiliou–Keane multivariate normal simulator

R. Gates

Generating Halton sequences using Mata

D. M. Drukker and R. Gates

Estimation of multinomial logit models with unobserved heterogeneity using maximum simulated likelihood

P. Haan and A. Uhlendorff

Maximum simulated likelihood estimation of a negative binomial regression model with multinomial endogenous treatment

P. Deb and P. K. Trivedi

Maximum simulated likelihood estimation of random–effects dynamic probit models with autocorrelated errors

M. B. Stewart

Review of Regression Models for Categorical Dependent Variables Using Stata, Second Edition, by Long and Freese

R. Williams

Notes and Comments

Stata tip 31: Scalar or variable? The problem of ambiguous names

G. I. Kolev

Stata tip 32: Do not stop

S. P. Jenkins

Stata tip 33: Sweet sixteen: Hexadecimal formats and precision problems

N. J. Cox

Software Updates

Software Updates