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Maximum Likelihood + Model

Posted: Fri Feb 08, 2013 3:11 am
by ku_al
Dear all =)

I've some troubles with a maximum likelihood estimation:

I've an equation for the estimation, however, one variable should be simultaneously calculated via the 'model'-feature (model calc ---- calc.append ---- calc.solve). How can I incorporate this calculation in the ml estimation?

thanks!

Re: Maximum Likelihood + Model

Posted: Fri Feb 08, 2013 9:26 am
by EViews Gareth
If you're using the LogL object, you cannot do that.

You could try using the Optimize command in EViews 8.

Re: Maximum Likelihood + Model

Posted: Fri Feb 08, 2013 10:21 am
by ku_al
ok thanks... actually I'm still using Eviews 6.. =( so I guess there is no possibility to do this in Eviews 6 right?

Regarding the "optimize" command in E8, is this still a ML estimation or is it in some way a maximization?

thanks..

Re: Maximum Likelihood + Model

Posted: Fri Feb 08, 2013 10:23 am
by EViews Gareth
It is general optimization, including maximisation. If you give it a likelihood function, it is ML.

Re: Maximum Likelihood + Model

Posted: Fri Feb 08, 2013 10:25 am
by ku_al
ok thanks!