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st: Non-linear model + More parameters than variables + -ml-


From   "Miguel Angel Duran" <[email protected]>
To   <[email protected]>
Subject   st: Non-linear model + More parameters than variables + -ml-
Date   Tue, 30 Apr 2013 12:11:52 +0200

Hi, Statalisters. I am stuck with a problem. I have been able to solve part
of it (with your help), but not the following.
One of the versions of my model is not linear and quite complex. This is it
(x and y are variables, and thetas are parameters),

y=[theta1+theta2*(x/theta3)^theta4]*[1-(x/theta3)]

To estimate it using -ml- I have used this program (assuming that residuals
are normally distributed):

program datos6mean
version 10.1
args lnf theta1 theta2 theta3 theta4 sigma
quietly replace `lnf' = ln(normalden($ML_y1,
(`theta1'+`theta2'*($ML_y2/`theta3')^`theta4')*(1 - ($ML_y2/`theta3')),
`sigma'))
end

Nevertheless, I do not know how to write the command -ml model lf
datos6mean- in order to indicate Stata that there are just two variables
(that I have introduced as if both of them were dependent variables), that
there is no linear part in the model, but there are four parameters to be
estimated.

Will anyone out there please help me?
Thanks.
Miguel.

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