capture program drop xtpmg_ml program define xtpmg_ml version 9 args todo b lnf tempname beta ttl touse marksample touse mleval `beta' = `b' tempname ec quie generate double `ec'=$LRy-`beta' scalar `ttl'=0 ml hold foreach ivar of global iis{ quie regress $SRy $SRx `ec' if `touse' & `_dta[iis]'==`ivar', $nocons scalar `ttl' = `ttl' + e(ll) } ml unhold scalar `lnf' = `ttl' end