On Sat, 13 Jun 2015, Alecos Papadopoulos wrote: As the help says, the $llt accessor isn't supported after an mle block. However, there's a very easy solution. If you predefine the series which contains the loglikelihood during the mle iteration, it will survive the mle command and be available for further use. For example: <hansl> nulldata 100 p = 0.45 series x = uniform() < p series ll = NA mle ll = ln(p) * x + ln(1-p) * (1-x) params p end mle </hansl> And the series "ll" will contain what you need. ------------------------------------------------------- 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 -------------------------------------------------------