4:38 p.m.
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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3:47 p.m.
New subject: Fwd: FIML estimation in single equation regression
Am 30.04.2020 um 18:38 schrieb José Perles:
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
OK I briefly looked at what sem/mlmv is supposed to do in Stata, and
first of all I like that they don't call it FIML. Because as you saw
FIML is also used in other contexts such as multiple equations
estimation. So this is a specific way of handling data that is "missing
at random".
I'm not aware that this estimator is available in gretl or in a
contributed package, sorry.
Of course, being an ML estimator one could use the ML (mle ... end mle)
interface that exists in gretl, see also ch. 24 of the guide. There you
would have to write down the likelihood, but I'm guessing you were
looking for an easier off-the-shelf way.
cheers
sven
5:13 p.m.
New subject: Fwd: FIML estimation in single equation regression
Dear Sven
Thanks for your fast response.
Best regards
José
Enviado desde mi iPhone
> El 1 may 2020, a las 17:47, Sven Schreiber <svetosch(a)gmx.net> escribió:
>
> Am 30.04.2020 um 18:38 schrieb José Perles:
>> 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
>
> OK I briefly looked at what sem/mlmv is supposed to do in Stata, and
> first of all I like that they don't call it FIML. Because as you saw
> FIML is also used in other contexts such as multiple equations
> estimation. So this is a specific way of handling data that is "missing
> at random".
>
> I'm not aware that this estimator is available in gretl or in a
> contributed package, sorry.
> Of course, being an ML estimator one could use the ML (mle ... end mle)
> interface that exists in gretl, see also ch. 24 of the guide. There you
> would have to write down the likelihood, but I'm guessing you were
> looking for an easier off-the-shelf way.
>
> cheers
> sven
>
> _______________________________________________
> Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it
> To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it
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2 comments
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participants (2)
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José Perles -
Sven Schreiber