Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: questions about nl procedure


From   Amit Khandelwal <khandelwal.amitk@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: questions about nl procedure
Date   Thu, 19 Aug 2004 14:00:21 -0400

I am running an nl procedure that searches for 13 parameters. When I
run the program, I obtain standard errors of 0 for many of the
parameters. The variance of these parameters is zero, according the
variance-covariance matrix. If I change the function tolerance via
eps(.), the number of parameters with no standard error changes. Could
anyone clue me in as to what might be going on?

Other questions I have are:
Is there a way to recover the gradient from the nl command? Also, is
there a way to change the optimization algorithm?

Thank you very much for any advice,
Amit Khandelwal
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index