st: mle stata program

[Jian Zhang <jian32@gmail.com>]

Hello all,

below is the loglikelihood function i'd like to maximize with stata.
I wrote some program but it did not work. Could some one give me some
help?

the log likelihood function for the ith observation: lnYi=-0.5 *
ln(2pi) - 0.5ln(xi^2* theta^2 + sigma^2) -0.5 (lnYi - Beta* Zi)^2
/(xi^2* theta^2 + sigma^2), where Yi is the dependent variable, Zi is
the set of independent variables and xi is ONE independent variable
from the set Zi.  pi, theta and sigma are the parameters to be
estimated via ml

Corresponding to the log likelihood function is the program I wrote:

program myml
	version 9.2
	args lnf xb w theta sigma
	quietly {
	replace `w'=$ML_y2^2*`theta'^2+`sigma'^2
	replace `lnf'=-0.5 * ln(`w')-0.5*($ML_y1-`xb')/`w'
	}
end	

But Stata said the program does not work.  Is there something wrong
with the program?

Many thanks!

Jian

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