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Maximum Likelihood with restricted parameter values

asked 2013-10-23 14:31:23 +0000

Jack gravatar image

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

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One way might through transformation, incorporating the restriction into the model specification. This may get messy, especially with multiple restrictions.

SHAZAMHelp gravatar imageSHAZAMHelp ( 2013-10-25 09:41:36 +0000 )edit

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answered 2013-10-24 19:39:14 +0000

ken gravatar image

There does not seem to be an easy way to do that, the RESTRICT command is not for MLE

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Asked: 2013-10-23 14:31:23 +0000

Seen: 9,816 times

Last updated: Oct 24 '13