I was switching my first-order estimation to second-order, and by setting
mode_file = xxx_mode I believe I’m using the same initial point. While in the first-order estimation, the (minus) loglikelihood was evaluated as a finite value (some value around 500), the second-order one yields a huge minus loglikelihood (with several thousand particle filters, I believe), which essentially means the first-order guess is a complete failure. I was wondering how to fix that issue, and whether there’s anything I’m missing? I already set all the pruning options to be 1.
Thanks a lot!