At least as best as I can remember, also in older versions of gretl (for
windows 64bit), the "verbose" option in estimation commands like gmm and
mle appeared to be a bit of a loose agent, not producing always the same
info: sometimes all the iterations were shown, sometimes one every five
iterations was shown... things like that.
But in the current version gretl 2020a, the mle --verbose command gives
consistently a compressed picture of each iteration like
1: loglikelihood -1363.99055710 (norm 1.76e+001)
2: loglikelihood -1278.49934122 (step 0.00032, norm 1.21e+001)
3: loglikelihood -1239.79066487 (step 0.00032, norm 1.02e+001)
4: loglikelihood -1237.94568712 (step 0.0016, norm 1.09e+001)
5: loglikelihood -1235.14819783 (step 0.008, norm 1.08e+001)
etc
Gone are the coefficient values per iteration, gone are the gradient
values per iteration... If indeed this is the case, can I ask why? I had
found them to be really helpful when I was dealing with convergence issues.
--
Alecos Papadopoulos PhD
Athens University of Economics and Business
web:
alecospapadopoulos.wordpress.com/
skype:alecos.papadopoulos