Re: [Gretl-users] maximum like. conditions
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.
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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.
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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