The Stata Guide
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The Stata Guide

Maximum Likelihood Estimation (MLE)

In this guide, we will cover the basics of Maximum Likelihood Estimation (MLE) and learn how to program it in Stata.

If you here, then you are most likely a graduate student dealing with this topic in a course or programming some estimation command in Stata. But MLEs also have another purpose. They also form the backbone of Machine Learning techniques. In their core essence, MLEs are parametric…

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