Search found 2 matches

by andronelopez
Mon Oct 13, 2014 10:04 am
Forum: Examples and Sample Code
Topic: Laubach and Williams RESTAT 2003
Replies: 28
Views: 96736

Re: Laubach and Williams RESTAT 2003

Thanks

Is the value lamg=.11 used as an initial value for the estimation?
by andronelopez
Fri Oct 03, 2014 10:24 am
Forum: Examples and Sample Code
Topic: Laubach and Williams RESTAT 2003
Replies: 28
Views: 96736

Re: Laubach and Williams RESTAT 2003

Hi,

Can anyone tell me where the lamg estimate of 0.11 in the second stage comes from? It should be the ratio between two s.e but I dont find them.


[nonlin(parmset=peglam2) lamg=.11]

thanks