On Mon, 10 May 2010, RAZIA HAIDER wrote: > Hi again , > > whatever i run it was in MLE window. > > but when i try to run script in script command i have following problems: > > open data2-1 > scalar a = -0.5*log(2*pi) > scalar m=mean(vsat) > scalar mu=m/2 > scalar sigma=m/mu > > mle logl=a-log(sigma)-((vsat-mu)^2/2*sigma^2) > params mu sigma > end mle --hessian > > with this code error is "Failed to compute numerical Hessian"
The line mle logl=a-log(sigma)-((vsat-mu)^2/2*sigma^2) should read mle logl=a-log(sigma)-((vsat-mu)^2/2*(sigma^2)). Moreover, initialsing mu and sigma to sensible values is not a bad idea. Finally, the --verbose switch is your friend :-) Riccardo (Jack) Lucchetti Dipartimento di Economia Università Politecnica delle Marche r.lucchetti(a)univpm.it http://www.econ.univpm.it/lucchetti
