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


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   stata list <statalist@hsphsun2.harvard.edu>
Subject   RE: st: nlcom, "Maximum number of iterations exceeded."
Date   Sat, 21 Mar 2009 10:06:21 +0000 (GMT)

--- Mauro.PISU@oecd.org  wrote:
> Thanks for your reply, but I do not think this is related to
> the problem I have with nlcom.   It is true that most
> probably there is some collinearity issue in the equations I
> am estimating (these are the output and input demand functions
> of a Symmetric Normalised Quadratic Profit Function by Diewert
> and Wales (1987) Econometrica).  

> The problem I have has to do with nlcom. Even if I modify my
> equations in different manner I get the same kind of problem.

I have understood your situation to be the following:
You estimate a model with -nlsur-, "but for some standard errors 
that are missing for unknown reason." After that, you ignore this
problem and still try to use -nlcom-, and -nlcom- won't converge.

-nlcom- is a postestimation command, it will use whatever model
you estimated before it as its input, in your case -nlsur-. If
there is a problem in your previous command then there will
also be a problem in your -nlcom- command. Missing standard 
errors is a clear sign that there is something seriously wrong
with your -nlsur- command. So my comment was that you should 
first fix your -nlsur- command before you start using -nlcom-,
and the problem with your -nlsur- command is probably the reason
that -nlcom- won't converge.

The comment about perfect colinearity was just one possible
thing that could cause your problems with -nlsur-.

-- Maarten
 
-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      

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