On Sat, 24 Jan 2015, Daniel Bencik wrote: The idea is to force certain quantities to be positive so that lambda cannot be negative, eg: <hansl> series y = xDepVars[yIdx] series x = xDepVars[xIdx] scalar m = mean(y) # assume this is positive matrix b = zeros(3,1) mle ll =  -ln(lambda) - xDepVars[yIdx]/lambda series lambda = m scalar c_ = exp(b[1]) scalar rng = exp(b[2]) scalar err = exp(b[3]) series lambda = c_ + rng * x + err * lambda(-1) params b end mle --robust matrix c = exp(b) matrix V = $vcv .* (c*c') # delta method matrix s = sqrt(diag(V)) matrix cs = c ~ s string parnames = "C_,rng,err" modelprint cs parnames </hansl>  ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------