i have a (relatively complex) likelihood function that i would like to use to estimate my parameter coefficients. i have a data set with 412 observations for 19 variables. I'm fairly new to Stata, does anyone know of a reference/instruction guide by which i can follow to implement my model?

The model concerns auction prices and a range of background characteristics. as ebay operates on a second-price mechanism, if only one bid is placed then this bid is just the minimum bid (M). as thus the dependent variable (SECONDPRICE) does not exist for observations in which only one bid was placed. i do not want to just delete these observations. I want to use Full information maximum likelihood but do not know how in Stata.

the function to be maximised is: Likelihood function

where W is compsed as w*=x'beta+e. vector x represents my covariates.


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