Hi,
I just started to learn programming in Stata and struggle with this:
I would like to maximize
y=(Ax+B)'(Ax+B) where x=(rho**2, rho, sigma) is a vector 3x1. A (3x3) and
B(3x1) are known.
I installed amoeba.ado that allows to do this but there is no help on how
objective function looks.
I guess that I need to write a program that will take x from amoeba and
return y. Can anyone suggest a code that will do this.
Thank you,
Oleksandr Shepotylo.
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