Sven,
thanks. Regardless of how I try to see how this works, I cant figure it out. The simplest
LL I work with is
<hansl>
mle ll = -ln(lambda) - xDepVars[yIdx]/lambda
series lambda = mean(xDepVars[yIdx])
series lambda = c_ + rng * xExpVars[xIdx] + err * lambda(-1)
params c_ rng err
end mle --robust
</hansl>
From what I understood, the solution lies in writing logLambda instead
of lambda, i.e.
<hansl>
mle ll = -logLambda - xDepVars[yIdx]/exp(logLambda)
series logLambda = ln(mean(xDepVars[yIdx]))
series logLambda = ln(c_ + rng * xExpVars[xIdx] + err * lambda(-1)) .... ??
params c_ rng err
end mle --robust
</hansl>but this does not solve the problem, hence the question marks and I am
missing the real solution. Could I ask you for a bit more direction?Best, Daniel