...
> The idea is to force certain quantities to be positive so that lambda
> cannot be negative, eg:
>
> <hansl>
> series y = xDepVars[yIdx]
> series x = xDepVars[xIdx]
> scalar m = mean(y) # assume this is positive
> matrix b = zeros(3,1)
>
> mle ll = ?-ln(lambda) - xDepVars[yIdx]/lambda
> series lambda = m
> scalar c_ = exp(b[1])
> scalar rng = exp(b[2])
> scalar err = exp(b[3])
> series lambda = c_ + rng * x + err * lambda(-1)
> params b
> end mle --robust
>
> matrix c = exp(b)
> matrix V = $vcv .* (c*c') # delta method
> matrix s = sqrt(diag(V))
>
> matrix cs = c ~ s
> string parnames = "C_,rng,err"
>
> modelprint cs parnames
>
Riccardo,
thanks a LOT, both for the exp/log trick and for getting the params allright for the modprint.
Take care,
Daniel