[Gretl-users] maximum like. conditions
cottrell at wfu.edu
Sun Nov 29 12:34:08 EST 2009
On Sun, 29 Nov 2009, Berend Hasselman wrote:
> 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.
Agreed, I'll do that.
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