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Estimation poisson model with @logl

Posted: Fri Sep 16, 2016 5:09 am
by aabcost
Hi,

I've specified the following logl (my sample are from 1900 to 2016 (117 observations)):

smpl @all
rndseed 2
series y=@rpoisson(5)
@logl L1
L1=y*log(c(1))-117*c(1)-log(y)

This code return the following error message: "Missing Values in @LOGL series at current coefficients at observation 1900". I read the other posts about this error and tried correct:

**first: I tried change the initial values c(1) include the following line below @logl L1: c(1)=2 or c(1)=5 or others values, but doesn't work.
**second: I tried change the sample like smpl @first @last, but doesn't work to.

Can anyone help me?

Re: Estimation poisson model with @logl

Posted: Mon Sep 19, 2016 10:25 am
by EViews Glenn
Firstly, is there a reason you are generating random Poisson deviates (@rpoisson) in your logl? Secondly, and more generally, I'm not clear as to what you are doing? Are you actually trying to estimate a single coefficient, non-parameterized mean, of the Poisson from the data?