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 Gordon