Thanks Sven. I wrapped the computation loop in a function and put the function inside the mle command, and it is ok. Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ scholar:https://g.co/kgs/BqH2YU On 2/10/2021 11:21, Sven Schreiber wrote: > Am 02.10.2021 um 07:47 schrieb Alecos Papadopoulos: >> Good morning. >> >> I have a likelihood computed by applying quadrature twice, in a >> double-sum way.  I can compute the inner sum and then use an index >> loop to compute the outer sum and the whole likelihood. >> >> My questions are >> >> a) Can I include a loop inside an mle command? My impression is, "no". > You're probably right (still would be useful just to try it). But you > could wrap the loop in a function which you then call inside the MLE > block. I don't see why that wouldn't work, and it would probably be > cleaner anyway. An example for a user-defined function that is called > inside 'mle' is in section 26.8 of the guide: the 'score' function there. >> >> b) If I write the computation of the likelihood in a user-defined >> function, can I include this function in an mle command? > Yes - see in that guide chapter the example with the ln_zip_prob > function. > > hth, > > sven > > _______________________________________________ > Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it > To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it > Website: > https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/