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st: concentrated likelihood function?
From
Sun Yutao <[email protected]>
To
<[email protected]>
Subject
st: concentrated likelihood function?
Date
Fri, 12 Oct 2012 21:57:07 +0200
Hi everyone,
I'm new to Statalist and I’m just wondering if it's possible to program a concentrated likelihood function in stata.
The thing goes like this, you have a function say f(x,y) and you maximize that with respect to x first keeping y free, giving you x as a function of y, say x(y) and after that, you maximize f(x(y),y) with respect to y only.
I have been searching all over the internet but I haven’t got anything yet.
Thank you all!
Best regards,
Sun Yutao
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