Dear all
Let's say I have a linear model with two predictors:
Code:
   
program linear
        args lnf beta sigma
        quietly replace `lnf' = ln(normalden($ML_y1,`beta',`sigma'))
end
ml model lf linear (coeffs: y = x1 x2) (sigma: )
ml maximize 
I would like to plot the likelihood surface as a heatmap conditional on the estimated sigma (i.e. possible values of both cofficients on the axes, colors indicating likelihood). Is there a convenient (built-in?) way to compute the likelihood for all possible combinations of coefficient values (within a certain range)? I am using Stata 16.
Thank you in advance
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