# create an empty data set with 200 observations
nulldata 200

# fix a random seed for replicability
set seed 1707138404

# generate a Gamma random variable x with shape k = 3 and scale theta = 2
series x = randgen(G, 3, 2)

# initialize estimates via sample moments
m = mean(x)
theta = var(x) / m
k = m / theta

mle logl = check ? k*ln(y) - lngamma(k) - ln(x) - y : NA
   series y = x/theta
   check = k > 0 && theta > 0
   params k theta
end mle