Dear statalist,
I have just begun the maximum likelihood with Stata. My estimation equation is a linear with normal error. I am now facing to some problems with result (i am getting the error 198 invalid name), I do not know what wrong is in my commands. Besides, I do not know to put "sigma_u" in the variance function (theta2) in order to estimate the effects of input on variability of output.
I know that you faced to this problem in the past. Thus, Could you please to help me to solve these issues? How do you build commands in the stata?
The function is below:
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These commands are below:
capture program drop myprog
program define myprog
version 13.0
args lnf theta1 theta2
quietly replace 'lnf'= ln(normden($ML_y1, 'theta1', 'theta2'))
end
ml model lf myprog (reg: y=) (var: s=)
Please give suggestion
Thank you !
Best regards,
I have just begun the maximum likelihood with Stata. My estimation equation is a linear with normal error. I am now facing to some problems with result (i am getting the error 198 invalid name), I do not know what wrong is in my commands. Besides, I do not know to put "sigma_u" in the variance function (theta2) in order to estimate the effects of input on variability of output.
I know that you faced to this problem in the past. Thus, Could you please to help me to solve these issues? How do you build commands in the stata?
The function is below:
These commands are below:
capture program drop myprog
program define myprog
version 13.0
args lnf theta1 theta2
quietly replace 'lnf'= ln(normden($ML_y1, 'theta1', 'theta2'))
end
ml model lf myprog (reg: y=) (var: s=)
Please give suggestion
Thank you !
Best regards,