st: covariance matrix estimation with incomplete data

["FEIVESON, ALAN H. (AL) (JSC-SK311) (NASA)" <alan.h.feiveson@nasa.gov>]

Title: covariance matrix estimation with incomplete data

Hi -  I'm sure this has been asked before, but I can't find any reference to this by searching Stata's FAQ's or by using findit - so I'll ask it again -

Does anyone know of a Stata program for maximum-likelihood (under a multivariate normal model) estimation of a covariance matrix when incomplete data vectors are present?

Thanks

Al Feiveson