Questions tagged [mle]

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Estimating a stochastic production function with MLE

I am new to MLE programming and have never done it on Stata before. I am estimating a stochastic production function following Just-Pope (1978). The formula is the following: I understand in theory ...
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Incidental Parameters and Poisson Regression

Consider: $\ln(E[Y|X])=X_{it}'\beta+\alpha_i$ and thus $E[Y|X]=e^{X_{it}'\beta+\alpha_i}$. We can write this regression model as: $$Y_{it} =e^{X_{it}'\beta+\alpha_i}\eta_{it} $$ For which the ...