Full Info ML vs. SUR

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cel
Posts: 35
Joined: Fri Jan 20, 2012 7:39 am

Full Info ML vs. SUR

Postby cel » Wed Mar 05, 2014 5:54 am

I have a 3-eqn non linear system. When I estimate with ML I get convergence and plausible results. When I estimate with my preferred SUR estimator I get "Log of a Non Positive Number" error. I've tried varying the initial parameter conditions (e.g., setting them to the ML estimates) but I can't get the SUR to run.

Any thoughts? Thanks.
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Full Info ML vs. SUR

Postby EViews Glenn » Wed Mar 05, 2014 3:24 pm

Hard to say without seeing the data and spec.
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