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RE: st: RE: error message: initial values not feasible


From   sun samn <shwshang@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: error message: initial values not feasible
Date   Wed, 7 Apr 2010 23:37:33 +0800

Hi, Nick,
  First thanks for your response!
  It is about my simulation: I want to repeat the GMM for 1000 times and see how the GMM estimates are under different data generation process(DGP). Under certain DGP, the code works fine; while when I change the DGP, I get that error message. I even tried to change the initial value of the parameter, but it did not work either.
  I guess the method is fine since it works for some DGP; while the data or the initial value might not be good. But I cannot change the data, you know, I need to stick to that setting; so it seems like the only thing I can do is to put an appropriate number, right?
  Any help from is appreciated.
Thanks again,

samn 








----------------------------------------
> Subject: st: RE: error message: initial values not feasible
> Date: Wed, 7 Apr 2010 10:32:37 +0100
> From: n.j.cox@durham.ac.uk
> To: statalist@hsphsun2.harvard.edu
>
> The implication is that you need different starting values, or a more appropriate method, or better data. More information might elicit a better answer.
>
> Nick
> n.j.cox@durham.ac.uk
>
> sun samn
>
>>    I am doing a GMM using optimize_init,  and I get this error message: initial values not feasible. Did some of you  have  this  problem before? any hint for solving it?
>
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