大神请指教:
已经构建了几何布朗运动的似然函数
如何用stata编写代码啊
doedit Homework_lf.ado
cap program drop Homework_lf
program define Homework-lf
version 9.1
args lnf mu sigma delta
//(mu-0.5*sigma^2)^2*delta^2 均值
//(sigma^2*delta)^0.5 方差
quietly replace 'lnf'=ln(normalden(($ML_y1-'(mu-0.5*sigma^2)^2*delta^2')/'(sigma^2*delta)^0.5'))-ln('b')
end
sysuse auto, clear
gen cons = 1
ml model lf mymean_lf (Mean: price = cons) (Sigma: )
ml maximize
sum price
为什么显示:note: cons dropped because of collinearity和varlist not allowed