[Limdep Nlogit List] maximize command on panel data

Ashutosh Patil patil_ashutosh at yahoo.com
Fri Mar 6 10:27:56 EST 2009

Dear Dr. Greene and fellow Limdepers:
I am trying to custom code my own random-parameters panel data code, using Limdep’s maximize command. I thought that I will start with a simple program code, and then take on more complex ones later. However, I quickly hit a wall, even as I tried to specify easy likelihood functions. 
In order to specify the correct likelihood function for panel data, I first need to find the likelihood for each group and then sum that over all available groups. I could not figure out how to specify a stratification index group-indicator variable in Limdep’s maximize command. The Limdep volume 2 guide has some examples on how to specify one’s custom likelihood function in the maximize command. However, I could not find any references on how to specify a likelihood function for panel data (using a group-indicator index or some other means).
I will greatly appreciate if anyone can provide me some help on how I can specify a likelihood function for a panel data situation, using Limdep’s maximize command. 
Ash Patil (PhD Candidate – Marketing Program - Georgia Tech)


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