Thanks, I have changed initializing parameters now its works well . Once again Thank You,
Cioa! Haider On 10 May 2010 22:22, Riccardo (Jack) Lucchetti <r.lucchetti(a)univpm.it>wrote: > 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 > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > -- Razia Haider Ph.D. student Dipartimento di Ingegneria dell'Informazione Universita' di Modena e Reggio Emilia Via Vignolese 905, 41100 Modena, Italy e-mail: razia.haider(a)unimo.it tel: +39 059 2056314
Thanks, I have changed initializing parameters now its works well .
Once again Thank You,
Cioa!
Haider
On 10 May 2010 22:22, Riccardo (Jack) Lucchetti <r.lucche...@univpm.it> wrote:
On Mon, 10 May 2010, RAZIA HAIDER wrote:The lineHi 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"
should read
mle logl=a-log(sigma)-((vsat-mu)^2/2*sigma^2)
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.lucche...@univpm.it
http://www.econ.univpm.it/lucchetti
_______________________________________________
Gretl-users mailing list
gretl-us...@lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
--
Razia Haider
Ph.D. student
Dipartimento di Ingegneria dell'Informazione
Universita' di Modena e Reggio Emilia
Via Vignolese 905, 41100 Modena, Italy
e-mail: razia.hai...@unimo.it
tel: +39 059 2056314
