Re: [Gretl-users] MLE Advanced
Am 02.09.2016 um 18:15 schrieb Mario Flórez Porras:
Beforehand, thank you very much for answer.
I know how to set the tolerance parameter. What I want to know if
possible is how gretl calculate whether my model mets the tolerance?
I don't think gretl is doing anything special here, it should compare (a
number based on) the latest likelihood value update to the one before,
and if the increment is still too large relative to the convergence
criterion, then it would go on. Then what might happen is that the
maximum number of iterations is reached before convergence occurs.
See also the 'set' options 'bfgs_maxiter' and 'bfgs_maxgrad'.
cheers,
sven