On Mon, 20 Oct 2003 12:54:33 -0400 Steven Devaney
<[email protected]> wrote:
> 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.
If t = 1 (single cross-section), can you identify the variance of the
b1(i), or equivalently the variance of the n(i) ?
Stephen
----------------------
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, CO4 3SQ, UK
Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151.
http://www.iser.essex.ac.uk
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