MLE estimation starting values

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Byeyo
Posts: 5
Joined: Sat Jun 09, 2012 12:17 am

MLE estimation starting values

Postby Byeyo » Sat Jun 09, 2012 6:13 am

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 coefficients.

For example, if the vector name is vec01,
I wrote like this
@param c(1) vec01(1), and it makes error. "Error in param statement."
I try to find the way to use the vector at Eviews Manual, but failed.
Please let me know it..

Thanks!

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: MLE estimation starting values

Postby EViews Gareth » Sat Jun 09, 2012 11:14 am

If you don't use the @param statement, EViews will use whatever is in the coefficient vectors prior to estimation as starting values, so perhaps an easier way to do it is to set the coefficient vector equal to your vector prior to estimation.

Byeyo
Posts: 5
Joined: Sat Jun 09, 2012 12:17 am

Re: MLE estimation starting values

Postby Byeyo » Sat Jun 09, 2012 10:40 pm

Thanks!!!!


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