Hi everyone,
I have a maximum likelihood model that I want to apply to a set of
difference indviduals and record the estimated coefficients. Normally I use
the -statsby- command to record the coefficients on a dta file, but it
seems not to work with ml (or at lesat I was unable to do so). The setup is
the following:
program testml
...
end
ml model lf testml (mu1: Y=X1) (mu2: Y=X2) /sigma1 /sigma2 ml maximize
My data is organized in the following way:
id Y X1 X2
and I need to run the testml program for each id and record the coefficients
in a .dta file.
Any ideas of how to solve this issue?
Best,
Nuno
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