save_out, MLE


I'm beginner at GAUSS so i hope it is not a nonsense question.

After obtaining three estimators via maximum likelihood estimation (&log_lik_gen procedure from optmum); their values, value of the likelihood function and gradient are identified as xout, fout and gout, respectively. Then "prml_fnl = xout" is set and

"{f_ss,tvp_coef,tvp_coef_var} = save_out(prml_fnl)"

I really do not understand what save_out means here? I guess it is not a defined operation in GAUSS, and _out part can be related to xout, fout etc. as defined above but i could not figure out what it does stand for. Thanks for taking time.

Sincerely yours,

1 Answer


I believe that save_out is a user-defined GAUSS procedure. Whoever wrote the code that you are running, created save_out. If you search in your code files, you should find the definition of the save_out procedure, which will start looking very similar to this:

proc (3) = save_out(prml_fnl);

This procedure definition may be in the main file you are running, or it could be in a file that is #included in your file or it could be in a library that is activated in your file. Note that it is not in library maxlik or pqg. So you do not need to search those.

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