Re: [Gretl-users] error message:criterion is not met a warning

[RAZIA HAIDER]

Hi,
Thanks; I have changed initialization values of parameters and now its
working fine , also i run your script its also gving perfect results.

Thank you very much

Bye
Haider

On 10 May 2010 18:15, Allin Cottrell <cottrell(a)wfu.edu> wrote:

>
> 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
> _______________________________________________
> 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

Hi,

Thanks; I have changed initialization values of parameters and now its working fine , also i run your script its also gving perfect results.

 

Thank you very much

 

Bye

Haider

On 10 May 2010 18:15, Allin Cottrell <cottr...@wfu.edu> wrote:

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
_______________________________________________
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