Hi everybody,
Nice discussion! Good to hear that we seem to be in agreement on how to deal
with off-diagonal elements. Thanks for all your feedback!
I would like to underscore Mats comment about the expanded grid option. Also in
my experience it seems to work very well, as an efficient approach
Hi all,
I agree with what Ken and Marc have said. On the point of a full matrix as a
diagnostic, which I think is good, an alternative is to run a nonparametric
estimation ($NONP) after your normal estimation. Even if you did not use a full
block in the original estimation, this step will give
