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Re: st: mle stata program
From
Alfonso Miranda <[email protected]>
To
Statalist <[email protected]>
Subject
Re: st: mle stata program
Date
Mon, 7 Mar 2011 15:35:23 +0000
Dear Jian,
What is $ML_y2^2? Do you have more than one equation?
Best,
Alfonso.
On 07/03/2011 15:23, "Jian Zhang" <[email protected]> wrote:
> Hello all,
>
> below is the loglikelihood function i'd like to maximize with stata.
> I wrote some program but it did not work. Could some one give me some
> help?
>
> the log likelihood function for the ith observation: lnYi=-0.5 *
> ln(2pi) - 0.5ln(xi^2* theta^2 + sigma^2) -0.5 (lnYi - Beta* Zi)^2
> /(xi^2* theta^2 + sigma^2), where Yi is the dependent variable, Zi is
> the set of independent variables and xi is ONE independent variable
> from the set Zi. pi, theta and sigma are the parameters to be
> estimated via ml
>
> Corresponding to the log likelihood function is the program I wrote:
>
> program myml
> version 9.2
> args lnf xb w theta sigma
> quietly {
> replace `w'=$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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