moshucq 发表于 2009-8-5 17:17
1.eviews中做面板数据的极大似然回归
2.模型为多元线性方程：l?=c(0)+c(1)*x1?+c(2)*x2?+c(3)*x3?+c(4)*x4?+c(5)*x5?
3.首先用的是最小二乘法估计出的值，作为初始值再进行极大似然回归，极大似然回归的程序为：

@logl? logl?
@param c(0) 0.511183 c(1) -0.004769 c(2) 0.151673 c(3) -0.350451 c(4) -0.005723 c(5) 0.018800  c(6) 0.0985448
res=l?-c(0)-c(1)*x1?-c(2)*x2?-c(3)*x3?-c(4)*x4?-x(5)*x5?
var=c(6)
logl=log(@dnorm([email=res/@sqrt%28var%29%29%29-log%28var%29/2]res/@sqrt(var)))-log(var)/2[/email]
@temp res war logl

但是系统总是显示"matrix-vector index is out of range in param statement",请各位高人指点一下，不胜感激！！