Re: [Gretl-users] MLE Advanced

Beforehand, thank you very much for answer. I know how to set the tolerance parameter. What I want to know if possible is how gretl calculate whether my model mets the tolerance? El 1/09/2016 a las 8:43 a. m., Sven Schreiber escribió: > > Am 25.08.2016 um 23:42 schrieb Mario Florez Porras: > >> Hello,dear Gretl Community. >> >> I'm doing a nonlinear estimation via the maximum likelihood method. I >> want to do a batch processing of data but in some cases the estimation >> don't satisfise tolerance (1,81899e-012), don't met the convergence >> criterion. Does anyone knows how it is calculated whether or not the >> model meets tolerance? >> >> > Apparently nobody wants to answer in the holiday season.... > > There is a settable option using the "set" command for the MLE tolerance. > See the "set" documentation under the section "Numerical methods" in the > built-in command reference; as in: > > set bfgs_toler <some-value> > > You may have to also choose the optimizer for ML explicitly before the > mle block, as in: > > set optimizer BFGS > > Some remarks to the masters of the documentation: First I don't see a > "newton_toler" option and I don't immediately understand why this is > absent. Also the way to adjust the tolerance setting might be mentioned in > the MLE chapter of the guide, I didn't see it there (but may have missed > it), I only saw a mention of choosing the optimizer. > > OK, but after all these technicalities, I'd say the default tolerance > values are reasonable, and if you get a problem there you're better off > transforming your data instead (normalizing etc.). > > good luck, > sven > > > _______________________________________________ > 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