[Gretl-devel] Re: Uploading function packages

Following up the replies to my questions: A. The redundant functions on the server which should be removed are (a) sfa_eff, and (b) sfa_het_eff. These have been replaced by renamed versions for consistency with the rest of my functions. C. I will see what I can do about making my test dataset available to other users. D. The new option for mle & nls. Thank you for implementing this change. Going a little further, is there any way of controlling the option via a flag? At the moment I have different but almost identical blocks of code that are executed if a flag is set to request numeric or analytical derivatives. It would be nice, but not essential if the "-n" could be parameterised, but I don't know whether this is possible and if so how. Using pvalue(n,x) instead of 1-cnorm(x). I have made this change. It seems to be more improve the behaviour of mle a little, but it is still difficult to avoid the gradient search blowing up in various circumstances. Strangely, the use of analytical derivatives seems to create particular problems when I start the procedure from the coefficient values obtained using a restricted specification which implies that a particular parameter eta is zero. It is clear that the likelihood function isn't globally concave, but using numerical derivatives seems to be a lot more robust in such circumstances. Gordon