On Mon, 10 May 2010, Allin Cottrell wrote: > On Mon, 10 May 2010, RAZIA HAIDER wrote: > > > Thanks for quick reply. First i realized my basic mistakes :), now i have > > changed script, which is given below...
By the way, if you want to use analytical derivatives, which may give better convergence, here's a version that does that: <script> open data7-9 series y = vsat scalar a = -0.5 * log(sqrt(2*pi)) # your initialization here... scalar mu = 400 scalar sigma = 100 mle logl = a - log(sigma) - (y-mu)^2 / (2*sigma^2) deriv mu = (y-mu) / (2*sigma^2) deriv sigma = -1/sigma + (y-mu)^2 / (sigma^3) end mle # check results scalar n = $nobs scalar sigma_hat = sqrt(var(y) * (n-1)/n) printf "mean = %g, sigma_hat = %g\n", mean(y), sigma_hat </script> Allin Cottrell
