Re: [Gretl-users] maximum like. conditions

OK, I can confirm this, that code runs now but constraint is not applied, for example scalar checka = (alpha>0) scalar checkb = (beta>0) scalar checkc = (gamma1>0) scalar check = checka+checkb+checkc applied to my model gives estimate std. error t-ratio p-value ----------------------------------------------------------- mu 0,000115904 0,00314962 0,03680 0,9706 omega 0,0991130 0,00457944 21,64 7,07e-104 *** alpha 0,199138 0,0100301 19,85 1,02e-087 *** beta 0,157351 0,0323213 4,868 1,13e-06 *** gamma1 -1,78166 2,06923 -0,8610 0,3892 I did not supply whole code and data because I want to stick to avaliable data in the gretle. If I use only for example scalar check = (alpha>0) I get: Data types not conformable for operation On 29.11.2009. 13:26, Davor Horvatic wrote: > I'll try immediately, thanks. But still question remains why this > does not work in original form. I took code from > the end of section 17.2. > > Thanks once more, > Davor > > On 29.11.2009. 13:06, Berend Hasselman wrote: > > >> On 29-11-2009, at 12:27, Davor Horvatic wrote: >> >> >> >> >>> ? mle ll = check ? (-0.5*(log(h) + (e^2)/h)) >>> ? series e = y - mu >>> ? series h = var(y) >>> ? series h = omega + alpha*(e(-1))^2 + beta*h(-1) >>> ? scalar check = (alpha>0)& (beta>0) >>> ? params mu omega alpha beta >>> ? end mle >>> Syntax error in command line >>> >>> Error executing script: halting >>> >>> >>> >>>> end mle >>>> >>>> >>>> >> A. >> --------------------------------------------- >> I replaced the& in the scalar check = .. line with&& >> and got this >> >> ? mle ll = check ? (-0.5*(log(h) + (e^2)/h)) : NA >> ? series e = y - mu >> ? series h = var(y) >> ? series h = omega + alpha*(e(-1))^2 + beta*h(-1) >> ? scalar check = (alpha>0)&& (beta>0) >> ? params mu omega alpha beta >> ? end mle >> Data types not conformable for operation >> >> Error executing script: halting >> >> >> >>> end mle >>> >>> >>> >> B. >> ---------------------------------------------- >> I replaced the line scalar check ... by the following three lines >> >> scalar checka = (alpha>0) >> scalar checkb = (beta>0) >> scalar check = checka+checkb >> >> and now the script runs without error to completion. >> >> Berend >> _______________________________________________ >> Gretl-users mailing list >> Gretl-users(a)lists.wfu.edu >> http://lists.wfu.edu/mailman/listinfo/gretl-users >> >> >> > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > > _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users