I'm programming an indirect inference estimator. My auxiliary model is a multinomial logit model which I estimate using maxlik. The structural parameters are estimated using optmum. To derive the function that optmum minimizes, I need to use maxlik. Gauss seem to have a problem with the fact that maxlik is used in computation of the function to be optimized by optmum. How can I do it?
Nevermind. Turned out to be a programming error.