Re: st: mle stata program

[Alfonso Miranda <A.Miranda@ioe.ac.uk>]

Dear Jian,

What is $ML_y2^2? Do you have more than one equation?

Best,

Alfonso.


On 07/03/2011 15:23, "Jian Zhang" <jian32@gmail.com> wrote:

> Hello all,
> 
> below is the loglikelihood function i'd like to maximize with stata.
> I wrote some program but it did not work. Could some one give me some
> help?
> 
> the log likelihood function for the ith observation: lnYi=-0.5 *
> ln(2pi) - 0.5ln(xi^2* theta^2 + sigma^2) -0.5 (lnYi - Beta* Zi)^2
> /(xi^2* theta^2 + sigma^2), where Yi is the dependent variable, Zi is
> the set of independent variables and xi is ONE independent variable
> from the set Zi.  pi, theta and sigma are the parameters to be
> estimated via ml
> 
> Corresponding to the log likelihood function is the program I wrote:
> 
> program myml
> version 9.2
> args lnf xb w theta sigma
> quietly {
> replace `w'=$ML_y2^2*`theta'^2+`sigma'^2
> replace `lnf'=-0.5 * ln(`w')-0.5*($ML_y1-`xb')/`w'
> }
> end 
> 
> But Stata said the program does not work.  Is there something wrong
> with the program?
> 
> Many thanks!
> 
> Jian
> 
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