SHAZAM Questions and Answers (Q&A) - RSS feedhttp://community.econometrics.com/questions/SHAZAM Econometrics, Statistics and Analytics Communityen<font color="white">Copyright <b>SHAZAM Analytics, 2018</b></font>Wed, 29 Jun 2011 23:06:17 +0000non-linear equation estimation using Bayesianhttp://community.econometrics.com/question/209/non-linear-equation-estimation-using-bayesian/Hi, I want to estimate non-linear equation in bayesian framework. I don't know hot estimate it. I have looked through Shazam mannual but available command only estimates ols using bayes command.
I want to estimate distance function using maximum likelihood estiamte but don't not how to estimate it using Bayes command.
Sun, 26 Jun 2011 21:44:34 +0000http://community.econometrics.com/question/209/non-linear-equation-estimation-using-bayesian/Answer by ken for <p>Hi, I want to estimate non-linear equation in bayesian framework. I don't know hot estimate it. I have looked through Shazam mannual but available command only estimates ols using bayes command.</p>
<p>I want to estimate distance function using maximum likelihood estiamte but don't not how to estimate it using Bayes command.</p>
http://community.econometrics.com/question/209/non-linear-equation-estimation-using-bayesian/?answer=295#post-id-295Actually I think the Bayesian command might be used since it really only needs a coef vector and covariance matrix from a previous estimation, but try it.
Note that this is a particular type of Bayesian estimation and should not be used unless you understand the Geweke methodWed, 29 Jun 2011 23:06:17 +0000http://community.econometrics.com/question/209/non-linear-equation-estimation-using-bayesian/?answer=295#post-id-295