Re: [Gretl-users] series of estimated log-likelihood values - Clarification for accessor $llt

In the Help we read, as regards the accessor $llt << $llt Output: series For selected models estimated via Maximum Likelihood, returns the series of per-observation log-likelihood values. At present this is supported only for binary logit and probit, tobit and heckit. But what if I estimate a model using the mle command in a hand-made a script? Will the accessor work? It appears not: After the "end mle" line I typed series llobs = $llt and I got "The statistic you requested is not available". But maybe I have not incorporated it correctly. Motive: I need the per-observation log-likelihood values to run Vuong's (1989) LR tests to select between non-nested models. -- Alecos Papadopoulos PhD Candidate Athens University of Economics and Business, Greece Department of Economics https://alecospapadopoulos.wordpress.com/