Maximum Likelihood with restricted parameter values
Hi i want to estimate parameters of a model using Maximum Likelihood but i want to to be able to restrict the parameters values. Please any help how to do that in Shazam
Hi i want to estimate parameters of a model using Maximum Likelihood but i want to to be able to restrict the parameters values. Please any help how to do that in Shazam
There does not seem to be an easy way to do that, the RESTRICT command is not for MLE
Asked: 2013-10-23 14:31:23 +0000
Seen: 6,385 times
Last updated: Oct 24 '13
Copyright SHAZAM Analytics, 2015 Content on this site is licensed under a Creative Commons Attribution Share Alike 3.0 license.
One way might through transformation, incorporating the restriction into the model specification. This may get messy, especially with multiple restrictions.