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
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