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MLE estimation starting values

Posted: Sat Jun 09, 2012 6:13 am
by Byeyo
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!

Re: MLE estimation starting values

Posted: Sat Jun 09, 2012 11:14 am
by EViews Gareth
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.

Re: MLE estimation starting values

Posted: Sat Jun 09, 2012 10:40 pm
by Byeyo
Thanks!!!!