maximum likelihood estimation

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newbee
Posts: 5
Joined: Wed Jul 07, 2010 12:28 am

maximum likelihood estimation

Postby newbee » Wed Jul 07, 2010 1:05 am

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.

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: maximum likelihood estimation

Postby EViews Gareth » Wed Jul 07, 2010 7:20 am

You probably need to use the LogL object. The best thing to do is look it up in the User Guide or Help system, and give it a try.

newbee
Posts: 5
Joined: Wed Jul 07, 2010 12:28 am

Re: maximum likelihood estimation

Postby newbee » Fri Jul 09, 2010 7:39 am

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, make estimations and report the results?
Is there an easier solution?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: maximum likelihood estimation

Postby EViews Gareth » Fri Jul 09, 2010 8:16 am

You could write a program that loops through different values of starting values before estimation. Keeping track of which estimations "worked" and which didn't would be tricky though.

newbee
Posts: 5
Joined: Wed Jul 07, 2010 12:28 am

Re: maximum likelihood estimation

Postby newbee » Fri Jul 09, 2010 12:25 pm

Right, thank you for your help.


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