[Gretl-users] maximum like. conditions
bhh at xs4all.nl
Sun Nov 29 12:29:43 EST 2009
On 29-11-2009, at 18:06, Allin Cottrell wrote:
> ;-) This is a subtle bug (if it's a bug; I'm not sure) with an
> easy workaround. With the initialization
> scalar alpha = 0.4
> scalar beta = 0
> The "check" condition -- alpha>0 && beta>0 -- is violated on the
> first iteration. Therefore the formula for "ll" comes down to
> ll = NA
> This generates a scalar value, which is not allowed in the mle
> context. The fix is to initialize such that the check is
> satisfied on the first round, e.g.
> scalar beta = 0.001
I should have seen that.
I don't think you can call this a bug.
But a different error message (got scalar, expected <...> for likelihood in mle ) would be nice.
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