Search found 5 matches
- Tue Sep 11, 2012 6:15 am
- Forum: Estimation
- Topic: MLE estimation
- Replies: 2
- Views: 3852
Re: MLE estimation
Whole values are positive, so logl values are not "NA" values.. And I try to other starting values, c(1) to c(4) for OLS coefficient, and c(5) for 100, and c(6) and c(7) for 1, each. However, the result is like this Coefficient //Std. Error//z-Statistic//Prob. C(1) NA 1225.754 NA NA C(2) N...
- Tue Sep 11, 2012 6:14 am
- Forum: Estimation
- Topic: MLE estimation
- Replies: 2
- Views: 3852
MLE estimation
Hello, I have an estimation problem while doing MLE estimation. I think something is wrong, but I cannot find it. My simple program is below. logl logl1 logl1.append @logl loga logl1.append res=lnep-c(1)-c(2)*lnecap-c(3)*lnco2-c(4)*lnl logl1.append a1=log(@cnorm(-(res*c(7))/c(6))) logl1.append loga ...
- Sat Jun 09, 2012 10:40 pm
- Forum: Estimation
- Topic: MLE estimation starting values
- Replies: 2
- Views: 3236
Re: MLE estimation starting values
Thanks!!!!
- Sat Jun 09, 2012 6:13 am
- Forum: Estimation
- Topic: MLE estimation starting values
- Replies: 2
- Views: 3236
MLE estimation starting values
Hello, I have a question about MLE estimation. As we estimate MLE, we can suggest starting values, by typing @param. Then, can I make starting values which is not numbers? Actually, in my case, I have vector(1x6) with 6 elements. And, I want each elements of vector to be starting values of each coef...
- Sat Jun 09, 2012 12:33 am
- Forum: Programming
- Topic: Stochastic Frontier analysis
- Replies: 1
- Views: 5195
Stochastic Frontier analysis
Hello everyone, I have a problem to make program fitting for Stochastic frontier analysis. Front41 by Coelli is available, but I want to use it by Eviews. The most thing which make me confuse is about the grid search. I need 2 phase grid search. Firstly, just perform OLS, and then, by grid searching...
