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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? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: nlcom, "Maximum number of iterations exceeded."***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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