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Or can I do anything to make sure the coefficients are unique?

Is there any need to worry about it?

Done, thanks.

But I've got a new error message now =):

"Warning: Singular covariance - coefficients are not unique"

What does this one mean?

Henry

OK well it only seems to be maximising over theta. I was under the impression that since xalpha, xbeta and stdev each include coefficients, that it would maximise over these as well? xalpha = alpha(1).a1 + alpha(2).a2 + ... + alpha(35).a35 xbeta = beta(1).a1 + beta(2).a2 + ... + beta(35).a35 stdev =...

Thanks. I think there's a log of 0 causing it.

And I'm maximising over 82 coefficients - the others are contained in xalpha, xbeta and stdev.

Henry

Could someone please tell me what this error message means? "Missing values in @LOGL series at current coefficients at observation 1" I'm trying to estimate a LOGL function. What might I have done wrong? In case it helps, the logl function is as follows: @logl l2 l2 = (1-index)*log(1-@cnor...

OK, got it. Thanks for your help.

Henry

I'm trying to create the values on the first page of the attached file so I can then create the log likelihood function. I want to know whether I can use matrix notation.

Henry

OK thanks. So can I not use this notation on eviews? Say I want @cnorm(b1.a1+b2.a2+...+b34), can I use @cnorm(34 by 1 beta vector * 6136 by 34 matrix)? Or do I have to type it all out?

Henry

Sure, I will rephrase my question: Let's say I want to run the regression x = b1.a1 + b2.a2 + b3.a3 + ... + b34.a34 where the b's are the betas and a's are my variables. is this the same thing as x = (34 by 1 column vector of betas) * (6136 by 34 matrix of variables) ? (6136 because I have 6136 obse...

Or do I need to make a 6136 by 34 matrix and input my variables that way?

Hi all, I would like to know how to make a rowvector out of my 34 variables. I have the series already (let's call them a1,a2,a3,...,a34. 6136 obs in each). I know I can make the rowvector by typing rowvector(34), but how do I input my series into this? I already have my beta column vector. Help wou...

Hi all, I'm new to eviews and am struggling to understand the "logl" function. I would be very grateful if someone could help me out. I would like to solve the function in the file attached (couldn't figure out a way to get it on here directly). Could anyone point me in the right direction...