Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: -ml- with varying coefficients


From   "Thomas Cornelissen" <thoco@gmx.net>
To   "Statalist" <statalist@hsphsun2.harvard.edu>
Subject   st: -ml- with varying coefficients
Date   Sat, 22 Nov 2003 08:44:28 +0100

Dear Stata user,
I would like to estimate panel data with the -ml- routine and allow some
coefficients to vary over time or over individuals.

I have defined 'myll' for computation of the maximum likelihood values,
however, I didn't manage to include time variant coefficients.
Suppose my model ist:

ml model lf myll (b: `indepvar'=`depvar') (se:) (sm:) (rho:) ;

I want 'rho' to be 'rho_t', i.e. indexed on time.
Is this feasabile with the -ml- routine? And how do I have to specify 'myll'
in this case?
Thanks a lot if you can give me any comments on this!
Thomas

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index