Did the e-mail that I sent reporting a possible bug in the most
recent version of mle get through? I am not sure what happens to
postings that have attachments. Anyway, the problem is still there
in the most recent Windows cvs version.
An edited version of the report follows:
"However, in experimenting with it I have come across what appears to
be a bug associated with the introduction of the --numeric option. I
have run an identical script (without the --numeric option) using the
Windows CVS versions dated 30Sep08 and 3Oct08. Everything executes
properly when the 30Sep08 version is installed, but when the 3Oct08
version is installed the code for numeric derivatives fails saying
that the numeric Hessian cannot be computed. Unfortunately, it seems
that the different behaviour is not consistent since scripts will run
ok under the two versions but others do not."
Output from mle using numeric derivatives:
Panel Stochastic Frontier Analysis: Normal-Truncated Normal
Production Function specification with Time-Varying Inefficiency
Starting values generated by the program
Using numerical derivatives
Tolerance = 1e-005
Failed to compute numerical Hessian
Data error
Error executing script: halting
matrix sfa_coeff2 = sfa_panel_mod(lnwidgets, xlist, "P",
"Y", "N")
Gordon