Search found 5 matches

by newbee
Tue Jul 13, 2010 12:28 pm
Forum: Programming
Topic: starting values for grid search in a MLE
Replies: 2
Views: 3598

Re: starting values for grid search in a MLE

How can I tell EViews to perform the replacement automatically, i.e. by using a grid of values (e.g. for example by using 20 points from 0 to 3 for each of the parameters)?
by newbee
Tue Jul 13, 2010 2:22 am
Forum: Programming
Topic: starting values for grid search in a MLE
Replies: 2
Views: 3598

starting values for grid search in a MLE

Dear moderators, I need your help in performing a grid search by going through different starting values for the parameters, performing a ML estimation and recording the output. So far I managed to write a program performing one ML estimation for given starting values of the parameter and store the ...
by newbee
Fri Jul 09, 2010 12:25 pm
Forum: Estimation
Topic: maximum likelihood estimation
Replies: 4
Views: 3864

Re: maximum likelihood estimation

Right, thank you for your help.
by newbee
Fri Jul 09, 2010 7:39 am
Forum: Estimation
Topic: maximum likelihood estimation
Replies: 4
Views: 3864

Re: maximum likelihood estimation

I tried LOGL but when I ran the estimation I got the message "WARNING: Singular covariance - coefficients are not unique". I suppose the problem is in the starting values of the coefficients. How can I bring EViews to run through different combinations of starting values for the parameters...
by newbee
Wed Jul 07, 2010 1:05 am
Forum: Estimation
Topic: maximum likelihood estimation
Replies: 4
Views: 3864

maximum likelihood estimation

Hello, I need to estimate the parameters of a non-linear function simultaneously. I have the logistic function describing the cumulative probability of the observations but I do not know hot to use it in EViews (I have version 5). Can somebody help me? Thank you in advance.

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