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From |
Valerie Orozco <Valerie.Orozco@toulouse.inra.fr> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

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

Date |
Mon, 23 Mar 2009 19:49:21 +0100 |

Mauro, I used to have the same problem of "Maximum number of iterations exceeded." when using “nlcom”. Thanks to the Stata Technical Support, we understood that, in my case,like Maarten suggests you, it was a problem of small value of an estimated parameter (not far from 0), leading to a problem in the calculation of the derivative. In your example, it seems it is due to a problem with _b[/Umi] (especially when taking its square which makes it smaller!) We introduced a trick in the program to avoid the problem. The idea is to multiply the small parameter in a first step and then recover it. For your example, it will be something like that : nlcom (ME0first : (1e+2)*( _b[/Uci]^2 + _b[/Uxi]^2 + _b[/Umi]^2 + _b[/Uii]^2)), post nlcom ME0: _b[ME0first]/(1e+2) Hope this helps you… Valérie ------------------------------- Valérie OROZCO Toulouse School of Economics (INRA-GREMAQ) 21, allée de Brienne F-31000 Toulouse, France MF 426 +33 5 61 12 85 91 ------------------------------- ________________________________ From Maarten buis <maartenbuis@yahoo.co.uk<mailto:maartenbuis%40yahoo.co.uk>> To stata list <statalist@hsphsun2.harvard.edu<mailto:statalist%40hsphsun2.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/ ----------------------------------------- ------------------------------- Valérie OROZCO Toulouse School of Economics (INRA-GREMAQ) 21, allée de Brienne F-31000 Toulouse, France MF 426 +33 5 61 12 85 91 ------------------------------- * * 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/

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