Search found 5 matches
- Sun Sep 02, 2012 6:57 pm
- Forum: Programming
- Topic: Likelihood ratio test
- Replies: 4
- Views: 3960
Re: Likelihood ratio test
Could you be more specific? What do you mean "did not yield any result"? Were the scalars created? Gareth, I saw this post only after I posted mine in a different string. I thought I may post here as well in case other users face similar issues in the future. In my case, E-views sends an ...
- Sun Sep 02, 2012 6:51 pm
- Forum: Estimation
- Topic: Maximum likelihood estimation
- Replies: 5
- Views: 6359
Re: Maximum likelihood estimation
Hi, I have succesfuly estimated two non-linear nested models using the Logl object and I wanted to apply the log likelihood ratio test. I have entered the following code in to the comand bar; scalar lr = -2*(CKLS.@logl - Vasicek.@logl) scalar q =1 scalar lr_pval = 1 - @cchisq(lr,q) Where "Ckls&...
- Fri Aug 31, 2012 9:13 am
- Forum: Estimation
- Topic: Maximum likelihood estimation
- Replies: 5
- Views: 6359
Re: Maximum likelihood estimation
Thank you indeed for the help!You need to find starting values for which the expression:
error=r3m-exp(c(2))*(lagr3m)-(c(1)/c(2))*(exp(c(2))-1)
does not result in an NA
- Tue Aug 28, 2012 8:22 am
- Forum: Estimation
- Topic: Maximum likelihood estimation
- Replies: 5
- Views: 6359
Re: Maximum likelihood estimation
Gareth, Thank you so much for your replay. I am using known values from previous estimations (by other study) but I have even arbitrarily set the coefficients and none of it seems working. I appreciate your help very much!What starting values are you using?
Beniam
- Tue Aug 28, 2012 1:46 am
- Forum: Estimation
- Topic: Maximum likelihood estimation
- Replies: 5
- Views: 6359
Maximum likelihood estimation
I desperately need some assistance on the Likelihood Estimation Problem that I am encountering while etimating a 3 month interet rate uing an interest rate model. I am using EVIEWS 7, Version 7.2. The logl specification is as shown below. 'ckls Model @logl logl1 @byeqn '@param c(1) 0.002 c(2) -0.027...
