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st: Multivariate normal ML estimation

From   gauss <>
Subject   st: Multivariate normal ML estimation
Date   Sat, 9 Mar 2013 09:50:06 -0800 (PST)

Dear Statalisters:

I am trying to write a code for maximum likelihood estimation of
multivariate model with normal error terms. 

y = x*b + u

Here, say y is a bivariate vector and u has a multivariate normal
distribution. x are regressors and b is the parameter vector. How can I code
this by using ML command? One outstanding problem is that I don't know how
to model the variance covariance matrix of u. Any way to write the log
likelihood and make the ML estimation? Thanks!

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