Sorry inadvance, for the complicated fuction, but I'm so desperate to code this in Stata.
The function is as follows:
where f(δ) is normal distribution pdf function, and yij = 1 or 0.
I'd like to maximize above function (marked as "(4)") to estimate alpha(α), beta(βj), and delta(δij).
I'll really appreciate if any one could help me.
Thank you.
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