I am trying to write a code in order to estimate a linear regression with boostrapped maximum likelihood estimator like this:
Code:
program lfols_lf
args lnf lnsigma
local y "$ML_y1"
replace `lnf' = ln(normalden(`y', `xb',exp(`lnsigma')))
end
program lfols
syntax varlist
gettoken y rhs : varlist
ml model lf lfols_lf (`y'=`rhs')
ml max
end
bootstrap _b: lfols y x1 x2 x3Many thanks in advance for your reply.
Best ,
Emna
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