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  • How to perform Gamma pseudo-maximum-likelihood (GPML) estimation in Stata

    Dear Statalists,
    I am looking for the code in Stata to perform Gamma pseudo-maximum-likelihood (GPML) estimation. My task is to estimate an equation of trade flows and I want to compare GPML with other methods but I could not find references for GPML, especially performing GPML in Stata. Could anyone help me with this? Also, any suggestions for reference about the method would be much appreciated. The regression equation is roughly:
    trade = hostgdp + sourcegdp + distance + fta + wto + yeardummies

    Thank you!
    Ann,
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