Good evening. Will the mle command in gretl have any compatibility
problem if in the likelihood some of the parameters under estimation
appear also inside binary min and max operators
Namely, a thing like (bogus likelihood),
<hansl>
scalar a = starting value
scalar b = starting value
scalar s = starting value
mle logl = log(a) + log(Φ(ε / s + min(a-b,0))) + exp(-max(a,b))
...
</hansl>
I am not asking about convergence issues or negative logarithms, these
are model/data issues. Only if the mle command accepts in principle to
work with the binary min/max operators.
--
Alecos Papadopoulos PhD
Athens University of Economics and Business
web: alecospapadopoulos.wordpress.com/
skype:alecos.papadopoulos
_______________________________________________
Gretl-users mailing list -- gretl-users@gretlml.univpm.it
To unsubscribe send an email to gretl-users-le...@gretlml.univpm.it
Website:
https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/
