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RE: st: nlcom, "Maximum number of iterations exceeded."


From   Mauro.PISU@oecd.org
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: nlcom, "Maximum number of iterations exceeded."
Date   Fri, 20 Mar 2009 17:14:32 +0100

What I am doing is to estimate a system of nonlinear equations using the command nlsur in Stata 10.1. Everything seems to work fine, but for some standard errors that are missing for unknown reason. 

I am interested in marginal effects, which are non linear functions of the estimated parameters. For instance I need the following 


. nlcom ME0 : _b[/Uci]^2 + _b[/Uxi]^2 + _b[/Umi]^2 + _b[/Uii]^2 ,

         ME0:  _b[/Uci]^2 + _b[/Uxi]^2 + _b[/Umi]^2 + _b[/Uii]^2
Maximum number of iterations exceeded.
r(498);


If I slightly modify the marginal effects changing the exponent of _b[/Umi] I get the following


. nlcom ME1 : _b[/Uci]^2 + _b[/Uxi]^2 + _b[/Umi] + _b[/Uii]^2 ,

         ME1:  _b[/Uci]^2 + _b[/Uxi]^2 + _b[/Umi] + _b[/Uii]^2

------------------------------------------------------------------------------
             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         ME1 |   .4094367   .0654285     6.26   0.000     .2811993    .5376741
------------------------------------------------------------------------------

. nlcom ME2 : _b[/Uci]^2 + _b[/Uxi]^2 + _b[/Umi]^3 + _b[/Uii]^2 ,

         ME2:  _b[/Uci]^2 + _b[/Uxi]^2 + _b[/Umi]^3 + _b[/Uii]^2
Maximum number of iterations exceeded.
r(498);

. nlcom ME3 : _b[/Uci]^2 + _b[/Uxi]^2 + _b[/Umi]^4 + _b[/Uii]^2 ,

         ME3:  _b[/Uci]^2 + _b[/Uxi]^2 + _b[/Umi]^4 + _b[/Uii]^2

------------------------------------------------------------------------------
             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         ME3 |   .4098511   .0654577     6.26   0.000     .2815562    .5381459
------------------------------------------------------------------------------

Unfortunately I need ME0, which Stata is not able to compute. 

Thanks,

Mauro

*****

The default for -iterate()- is 100. But most experience with this kind
of procedure is that if 100 is not enough, throwing more cycles at it
very rarely improves matters. 

To get better advice, I think you need to increase the information on
precisely what you are trying to do. 

Nick 
n.j.cox@durham.ac.uk 

Mauro.PISU@oecd.org

I have a problem making nonlinear combinations of parameters using the
command nlcom after estimating a non-linear system of equations.

I receive the message "Maximum number of iterations exceeded.". I have
tried to increase the number of iteration up to 10000, but it did not
work.

Do you have any suggestion?



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