Re: [Gretl-users] mle not finding correct maximum
On Sat, 5 Dec 2009, Davor Horvatic wrote:
Concerning mle, I like to test and check results independently and I
came across
a problem. [...]
Could you please run the mle command with the --verbose option and send me
the results? I have the feeling you're having a numerical problem, which
can be probably mitigated by re-scaling your dependent variable (like for
example multiplying it by 100). Also, using analytical derivatives would
probably help quite a lot.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti