Cannot get structural residuals with @MSSysRegStdResids

[renis]

Dear Tom,

Using EEV_MCMC.RPF, I have been trying to calculate the structural residuals with @MSSysRegStdResids. More specifically, I add the following command after the model is estimated (having previously declared sresids as a vector of series): @MSSysRegStdResids gstart gend sresids

However, the program returns en error saying:

## MAT15. Subscripts Too Large or Non-Positive
The Error Occurred At Location 448, Line 34 of MSSYSREGSTDRESID

However, I am not able to identify the issue based on the above information. Kindly advise me how to correct the program and obtain the residuals.

Many thanks indeed.

Kind regards.

[TomDoan]

The MCMC program isn't the one that you want if you're trying to get standardized residuals since it doesn't produce a single set of coefficients (and hence residuals). Use the maximum likelihood program instead.