Full Info ML vs. SUR
Posted: 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.
Any thoughts? Thanks.