Hello again
Off-list I was asked to clarify what I meant.
What I am interested in is whether anyone knows about or has written an MLE procedure for estimating B in the set-up?
y(i) = b0 + b1(i) + e(i)
where
b1(i) = B + n(i)
I was hoping to use Hildreth and Houck, but cannot constrain xtrchh so that t = 1.
Steven Devaney
University of Reading, UK
[email protected] wrote:
>Does anyone have experience of applying random coefficient models to a single cross section of data? At present, all I can find in the Stata literature is the application to panel data (under xtrchh). If anyone has experience of this or has previously written routines for such work, I would be interested in hearing from you.
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