dec real  mux  muT  sigmax1  sigmaT1  sigmaTx1  sigmax2   sigmaT2  sigmaTx2
nonlin mux muT sigmax1 sigmaT1 sigmaTx1 sigmax2 sigmaT2  sigmaTx2
OPEN DATA "C:\Users\Rachid\Desktop\rachid_data_test_indstrl.xls"
ALL 10978
DATA(FORMAT=XLS,ORG=COLUMNS) 1 10978 Agric Food Soda Beer Smoke Toys Fun Books Hshld Clths Hlth MedEq Drugs $
 Chems Rubbr Txtls BldMt Cnstr Steel FabPr Mach ElcEq Autos Aero Ships Guns Gold Mines Coal Oil Util $
 Telcm PerSv BusSv Hardw Softw Chips LabEq Paper Boxes Trans Whlsl Rtail Meals Banks Insur RlEst Fin $
 Other
OPEN DATA "C:\Users\Rachid\Desktop\rachid_data_mean_stdv_cvr.xls"
ALL 49
DATA(FORMAT=XLS,ORG=col) 1 49 muxi muTi sigmax1i sigmaT1i sigmaTx1i sigmax2i sigmaT2i sigmaTx2i

com count = 0
dofor i = Agric to other
com count = count + 1
frml y = $
             g1  =(1/sigmax1)*%density((i{0}-mux)/sigmax1),$
             g21 = -((1-((sigmax1)^(-2)*sigmaTx1))*(i{0}-mux))/sqrt(sigmaT1^2-(sigmax1^(-2)*sigmaTx1^2)),$
             g22 = (muT-mux)/sqrt(sigmaT1^2-(sigmax1^(-2)*(sigmaTx1)^2)),$
             g2  = %cdf(g21+g22),$
             g3  = %cdf((muT-mux)/sqrt(sigmaT1^2+(sigmax1)^2+(-2)*sigmaTx1)),$
             g4  = %cdf((mux-muT)/sqrt(sigmaT2^2+(sigmax2)^2 +(-2)*sigmaTx2)),$
             h1  = (1/sigmax2)*%density((i{0}-mux)/sigmax2),$
             h21 = ((1-((sigmax2)^(-2)*sigmaTx2))*(i{0}-mux))/sqrt((sigmaT2^2-(sigmax2^(-2)*sigmaTx2^2))),$
             h22 = (mux-muT)/sqrt(sigmaT2^2-(sigmax2^(-2)*sigmaTx2^2)),$
             h2  = %cdf(h21+h22),$
             log((g1*g2)+(h1*h2)) - log(g3+g4)

             com  mux=muxi ,  muT = muTi, sigmax1 =sigmax1i ,  sigmaT1 = sigmaT1i , sigmaTx1 = sigmaTx1i, sigmax2 = simax2i, sigmaT2 = sigmaT2i, sigmaTx2 = sigmaTx2i
             maximize(pmethod=simplex, piters=40, subiters = 500, iters = 5000, method=bfgs, cvcrit=0.0001) y
              end dofor i