RE: Hessians of posterior density
From: Vladimir Piotrovsky <VPIOTROV@PRDBE.jnj.com>
Subject: RE: [NMusers] Hessians of posterior density
Date: 6/30/2003 4:42 AM
Justin,
I would recommend you to try the transform-both-side approach with the log
transformation of DV and model predictions. Your $ERROR section may look as
follows:
$ERROR CALLFL=0 ; with this flag $ERR is called with obs records only
IPRE = -5 ; an arbitrary value that you can modify if something is going
wrong
IF(F.GT.0) IPRE=LOG(F)
Y = IPRE + ERR(1)
Best regards,
Vladimir