[Gretl-users] Re: Fwd: FIML estimation in single equation regression
Thanks Sven for your fast response.
In fact I have a sample with lots of missing data. From 207 observations I get with OLS
command an effective sample size of 76.
I have seen that FIML would be a solution and some perform the analysis for example in
Stata using “sem” command (method=mlmv).
I would know of it is possible to replicate the Stata result in Gretl.
Thanks again
José
Enviado desde mi iPhone
> El 30 abr 2020, a las 17:53, Sven Schreiber <svetosch(a)gmx.net> escribió:
>
> Am 30.04.2020 um 16:53 schrieb JOSE FRANCISCO PERLES RIBES:
>> Dear team:
>> There is an implementation of FIML estimation in the context of single
>> equation regression in Gretl?.
>> I have seen that Stata and other R functions performs this kind of
>> analysis using SEM capabilities as a workaround to deal with missing
>> data. Also I have found that there is an implementation in Gretl for the
>> case of Systems of Equations....
>
> Hello José, since OLS is also ML for a linear single equation I guess
> this is not what you mean. You mention missing data, is that what you're
> dealing with? It would be useful if you could describe in more detail
> what problem you're trying to solve.
>
> cheers
> sven
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