1# explore6149
你打findit  fiml  从外部安装下就行了

謝謝你!  我剛剛去過，但我只能找到FIML estimation of an endogenous switching model for count data的web resource.
不知道可否用運在panel data中呢?  且我在stata官網的FAQ中看到:
Re: st: Re: Factor analysis after multiple imputation in STATA
Full information maximum likelihood (FIML) uses only
the observed data. To over-simplify, FIML partitions
the cases into subsets with the same patterns of
missing observations. All available statistical
information is extracted from each subset and all
cases are retained in the analysis.

More formally, mean vectors and covariance matrices
are formed for cases that have the same pattern of
observed data. Once the mean vectors and covariance
matrices have been formed, the FIML approach of
Arbuckle (1996) uses the fact that for the i-th case,
the log-likelihood function can be expressed as:

log Li=Ci - 1/2log|Si| - 1/2(xi-mui)'S^-1(xi-mui)

and the log likelihood of the entire sample is the sum
of the individual log likelihoods.  The likelihood is
maximized in terms of the parameters of the model.

As a practical matter, FIML can be easily implemented
in multiple regression and factor analysis models to
handle missing data to that no cases are lost.

Scott Millis

以上這段話強調FIML必須用在observed data上，但Panel data本來就存在許多missing value所以似乎不能直接使用FIML, 然以上這段話說：若可以得到mean vector和covariance matrices就可以將FIML運用在多元回歸上,  請問以上這段話該怎麼做呢?
我才疏學淺, 感謝高手指點!!

try -sureg- with option -isure-