Using maxlik with a well-structured parameter object

Hi there,

I frequently use GAUSS and its Maxlik library to estimate several statistical models, and one of the most common places where I end up with bugs in my code is the packing and unpacking the parameter vector.

Is there a way to use a similar approach as what is done here in the "Step 3" (where they define a structure called PV that can hold distinct groups of parameters) but using the Maxlik library instead of the CMLMT library?

In other words, is there a way to use Maxlik with a well structured input parameter? Or am I forced to pack all parameters into one single long vector?

Thank you!

Kind regards,

Felipe

1 Answer

0

Maxlik can only take the parameters in the form of a vector.

Maxlikmt is a newer version of Maxlik which can accept the input parameters in the form of a PV vector or a standard vector, like Maxlik uses.

link

aptech

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