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    • User Guide
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Section Navigation

  • Algorithmic Derivatives (AD)
  • Bayesian Estimation Tools (BET)
    • Command Reference
      • arfac
      • bamMCMC
      • dynFacBAM
      • svarBAM
    • BET Examples
  • Constrained Max Likelihood (CMLMT)
    • User Guide
      • Installation
      • Getting Started
      • Special Features in Constrained Maximum Likelihood MT
      • The Log-likelihood Function
      • Algorithm
      • Constraints
      • The CMLMT Procedure
      • The Log-likelihood Function
      • Managing Optimization
    • Command Reference
      • chibarsq
      • cmlmt
      • cmlmtbayes
      • cmlmtBoot
      • cmlmtKernelDensity
      • cmlmtProfile
      • cmlmtProfileLimits
    • CMLMT Examples
      • Basic Maximum Likelihood Estimation
      • Maximum Likelihood Estimation with Analytic Gradients
      • Maximum Likelihood Estimation with Nonlinear Equality Constraints
      • Maximum Likelihood Estimation with Nonlinear Inequality Constraints
      • Maximum Likelihood Nonlinear Simultaneous Equation Model Estimation
  • Constrained Optimization MT (COMT)
    • User Guide
      • Installation
      • Getting Started
      • Special Features in Constrained Optimization MT
      • The Objective Function
      • Algorithm
      • Constraints
      • The COMT Procedure
      • The Objective Procedure
    • Command Reference
      • comt
      • comtcontrolCreate
      • comtlagrangeCreate
    • COMT Examples
      • Basic Optimization Example
      • Optimization with Analytic Gradient Computations
      • Optimization with Analytic Hessian Computations
      • Optimization with Linear Equality Constraints
      • Optimization with Nonlinear Ineqaulity Constraints
  • CurveFit (CF)
  • Descriptive Statistics (DS)
  • Discrete Choice (DC)
  • FANPAC MT
  • GAUSS Machine Learning (GML)
    • binaryClassMetrics
    • classificationMetrics
    • cvSplit
    • decForestCFit
    • decForestPredict
    • decForestRFit
    • kmeansFit
    • kmeansPredict
    • knnFit
    • knnClassify
    • lassoFit
    • lmPredict
    • logisticRegFit
    • meanSquaredError
    • oneHot
    • pcaFit
    • pcaTransform
    • pcaTransformInv
    • plotClasses
    • plotLR
    • plotVariableImportance
    • ridgeCFit
    • ridgeCPredict
    • ridgeFit
    • splitData
    • trainTestSplit
  • Loglinear Analysis MT
  • Linear Programming MT
  • Linear Regression MT
  • Maximum Likelihood MT (maxlikmt)
    • User Guide
      • Installation
      • Getting Started
      • Special Features in Maximum Likelihood MT
      • The Log-likelihood Function
      • Algorithm
      • Bounds
      • The maxlikmt Procedure
      • The Log-likelihood Function
      • Managing Optimization
    • Command Reference
      • maxlikmt
      • maxlikmtbayes
      • maxlikmtBoot
      • maxlikmtInverseWaldLimits
      • maxlikmtKernelDensity
      • maxlikmtProfile
      • maxlikmtProfileLimits
    • MaxlikMT Examples
      • Basic Maximum Likelihood Estimation
      • Maximum Likelihood Estimation with Analytic Gradients
  • Optimization MT (OPTMT)
    • User Guide
      • Installation
      • Getting Started
      • Special Features in Optimization MT
      • The Objective Function
      • Algorithm
      • Bounds
      • The OPTMT Procedure
      • The Objective Procedure
    • Command Reference
      • optmt
    • OPTMT Examples
      • Basic Optimization Example
      • Optimization With Parameter Bounds
      • Optimization with Analytic Gradient Computations
      • Optimization of a Spring Example
  • GAUSS State-Space Modeling (SSLIB)
    • Getting Started
    • ssARIMA
    • ssControlCreate
    • ssFit
    • ssgetAIC
    • ssgetAICC
    • ssgetBIC
    • ssgetHQIC
    • ssHeteroskedasticityTest
    • ssIRF
    • ssJarqueBera
    • ssKalmanSmooth
    • ssKurtosis
    • ssLjungBox
    • ssPredict
    • ssSARIMA
    • ssSkewness
  • Time Series MT (TSMT)
    • adjrsq
    • aggData
    • arimaFit
    • arimamtControlCreate
    • arimaPredict
    • arimaSS
    • autocor
    • autocov
    • automtControlCreate
    • autoregFit
    • breitung
    • cdTest
    • chowfcst
    • covmmtmt
    • cusum
    • dfgls
    • ecmFit
    • garchFit
    • garchGJRFit
    • garchMFit
    • hansen
    • htTest
    • igarchFit
    • ips
    • kalmanFilter
    • kpss
    • lagreport
    • lsdvFit
    • plotFEVD
    • plotIRF
    • rolling
    • sarimaSS
    • sbreak
    • selectLags
    • starTest
    • svarFit
    • switchFit
    • tarTest
    • tscsFit
    • tsdiff
    • varmaFit
    • varmaPredict
    • vmdetrendmt
    • vmdiffmt
    • vmsdetrend
    • zandrews
  • GAUSS Time-Series Panel Data (TSPDLIB)
    • bng_panic
    • bng_panicnew
    • cips
    • coint_egranger
    • coint_ghansen
    • coint_hatemij
    • coint_pouliaris
    • coint_shin
    • coint_tsongetal
    • coint_maki
    • erspt
    • fourier_adf
    • fourier_gls
    • fourier_kpss
    • fourier_kss
    • fourier_lm
    • gls_1break
    • gls_2breaks
    • granger
    • jwl_panicadj
    • jwr_panicca
    • kpss_1break
    • lm_1break
    • lmkpss
    • mgls
    • panel_fisher
    • panel_surwald
    • panel_zhnc
    • pdfzk
    • pd_cause
    • pd_coint_wedgerton
    • pd_kpss
    • pd_getcderror
    • pd_stationary
    • pp
    • qr_adf
    • qr_fourier_adf
    • qr_fourier_adf_bootstrap
    • qr_fourier_kss
    • qr_fourier_kss_bootstrap
    • qr_kss
    • ralsadf
    • ralslm
    • ralslm_breaks
    • sbur_gls

User Guide#

Sections:

  • Installation
  • Getting Started
  • Special Features in Maximum Likelihood MT
  • The Log-likelihood Function
  • Algorithm
  • Bounds
  • The maxlikmt Procedure
  • The Log-likelihood Function
  • Managing Optimization

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Maximum Likelihood MT (maxlikmt)

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Installation

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