Displaying 1 result from an estimated 1 matches for "tp3006652p3008121".
2010 Oct 22
2
Error message in using nlm() and optim()
I am facing a problem when trying to maximize the likelihood
function. I am actually estimating a dynamic switching regression model
using simulated likelihood approach. The likelihood function is estimated
using Simulations and is extremely complex. It comprises of 16 parameters
,q1, q2, q3,.......q16. While attempting to maximize the likelihood
function, using the functions nlm() and optim(),