Re: [Gretl-users] Positive matrix not definite
On Mon, 26 Nov 2018, Olasehinde Timmy wrote:
In many occasions, I did stucked with the non converge problem.
Please, how
can I resolve this issue like that of RATS program that will report the
parameters even not converge condition is not met.
If you add the --verbose option to the "mle" command you'll get to
see the parameter vector across the iterations even in the case of
non-convergence. To be precise, this option goes at the end of the
mle block, as in
mle loglik = ...
...
end mle --verbose
You'll then be able to see where the algorithm got stuck. And
inspection of the results may suggest an idea for a different
initialization of the parameters.
Allin Cottrell