Maximum likelihood estimation

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griffithstudent
Posts: 1
Joined: Sun Sep 01, 2013 4:51 pm

Maximum likelihood estimation

Postby griffithstudent » Sun Sep 01, 2013 6:48 pm

I am trying to estimate a parity bound model. I got the code for the programme from a earlier post. But when I run the programme, eviews give a warning msg, which says. " singular covariance- coefficients are not unique. further it does not give values for std.error, z-statistic or prob.

Any help in this is greatly appreciated.

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Maximum likelihood estimation

Postby startz » Sun Sep 01, 2013 8:29 pm

Try different starting values. Sometimes that helps, but not always.


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