Hi,
I've noticed some things which may be quirks in relation to the 'mle' block.
- If I wrongly insert several "params" lines I get a weird data error
instead of a syntax error, so it took me a while to realize my mistake.
Could that be made clearer?
- In the guide in Listings 26.1 and 26.2 and throughout other places in
ch. 26 the "genr" keyword is used. I think we want to replace that with
series/scalar etc. - In that context there the rationale for using it is
not quite clear to me, since it is surrounded by the cleaner use of
series/scalar... Anything I'm missing?
- I've been struggling without success to tell the mle command what the
parameters should be called. The background being that I need to specify
a single composite vector to accommodate several specifications. In the
guide (ch.26) I saw a similar problem, and there the workaround was to
silence mle and instead semi-manually invoke the modprint apparatus. But
wouldn't it be more efficient if simply the wanted names could be
injected, replacing the generic stuff that is in the $parnames accessor?
Also because for modprint the additional stats then have to be put
together manually.
- Also relating to 'modprint': no on-the-fly construction of the matrix
input seems possible, i.e. directly using $coeff~$stderr didn't work.
- Back to mle: its $model bundle has a "rho" member of value 1.#QNAN
which seems spurious in that context. (Fallout from the biprobit rho??)
Well, so much for that.
thanks
Sven