Hi everone,

 

I am new to gretl, i want to use its MLE for estimation. I have written small script just to check that how MLE works but i have following error message (criterion is not met a warning ). I have used sample data set data 2-1.gdt. here is my scrpit.

genr pi=3.14
scalar a=2*pi
scalar mu=1
scalar sigma=1
series s=sigma^2
sereis sq=2*s
series s3=sigma^3
scalar sq3=2*s3
series c=vsat-mu
series sq1=c^2

mle logl=-0.5*log(a)-log(sigma)-(sq1/sq)
deriv mu=-c/s
deriv sigma=-1/sigma + (sq1/s3)
end mle

 

i do not know where is the problem

 

and if I use this code then i have error message that "failed to invert OPG matrix GG'"

genr pi=3.14
scalar a=2*pi
scalar mu=1
scalar sigma=1
series s=sigma^2
sereis sq=2*s
series s3=sigma^3
scalar sq3=2*s3
series c=vsat-mu
series sq1=c^2

mle logl=-0.5*log(a)-log(sigma)-(sq1/sq)
params mu sigma
end mle

 

or if i add at last

 

end mle --hessian

 

error message will be "numerical hessian is not computable"

 

Can anyone tell me about this error or how to solve it??

 

Thanks in advance.
-- 
Haider