...

 

> 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
> </hansl>?

 

 

Riccardo, 

 

thanks a LOT, both for the exp/log trick and for getting the params allright for the modprint. 

 

Take care, 

Daniel