Good afternoon. I keep getting a "Data error" message (and nothing else) in an ML estimation with a non-standard density (which has been checked of being a density , i.e. non-negative and integrating to unity). I have used the same data set with other densities without problems. There are two regressors and a constant. Sample size is 570. What such an error message may signal? The script is mle logl = check ? log((2/th^2)*exp(sr^2/(2*su^2))*exp(resM/su)*B1 + (2/th^2)*(resM+su)*B2 + (2/th^2)*sr*B3) :NA     series resM = Depv - Regrs*kVec     series B1 = su*cnorm(-resM/sr - sr/su) - (th+su)*cnorm(-resM/sr - sr/su + th/sr)     series B2 = cnorm(resM/sr) - cnorm((resM-th)/sr)     series B3 = dnorm(resM/sr) - dnorm((resM-th)/sr) scalar check = (sr>0) && (su>0) && (th>0) params kVec sr su th end mle  --verbose -- Alecos Papadopoulos PhD Candidate Athens University of Economics and Business, Greece School of Economic Sciences Department of Economics https://alecospapadopoulos.wordpress.com/