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Specifying parameter names using control structure or PV structure in MaxLikMT
I would appreciate your help on how to specify the name of different parameters (of a vector or matrix) using maxlikmtcontrol structure or PV structure.
Thanks and Regards
When setting up your PV structure containing the starting values, use names,
struct PV p1; p1 = pvPack(pvCreate,2,"constant"); p1 = pvPack(p0,1,"b");
and then in your log-likelihood procedure unpack them using their names.
proc lnlk(struct PV p, struct DS d, ind); local b0,b,dev,s2,y,x,r,w; b0 = pvUnpack(p,"constant"); b = pvUnpack(p,"b"); . . . endp;
After Maxlikmt is finished you can retrieve the names and a vector parameter estimates:
struct cmlmtResults out1; out1 = CMLmt(&lnlk,p0,d0,c0); nms = pvGetParNames(out.par); ests = pvGetParVector(out.par); for i(1,rows(nms),1); print nms[i];; print ests[i]; endfor;
It is likely that "b" is a vector. It's names will be printed as
Similarly with a matrix or an array containing parameters.