On Sat, 26 Apr 2008, esam habes wrote:
Hi everone..I am a senior and trying to finalize my research paper
need help..when i try to estimate using Maximum Likelihood Method, Gretl
responds by asking for an MLE function. While I know the density and
hence loglikelihood function for the normal variable, I get an error
respnse when I try to write the function inside the dialogue box..Is
there a specific format in which I must write the function which Gretl
asks for? I would be grateful for an example.
You can find quite a few examples in the manual: one chapter is
exclusively devoted to ML estimation. You may also find useful examples in
Lee Adkins' book: http://www.learneconometrics.com/gretl/ebook.pdf
What kind of model are you trying to estimate?
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche