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Re: st: GMM, Error 506: positive definite initial weight matrix


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: GMM, Error 506: positive definite initial weight matrix
Date   Wed, 10 Aug 2011 18:50:39 -0400

On Wed, Aug 10, 2011 at 6:38 PM, Richard Kendall-Smith
<richpks@gmail.com> wrote:
> I am trying to run a system of equations using the gmm command. When I
> estimate the two equations separately the program runs perfectly. However,
> when I try and estimate the two equations simultaneously I receive error
> 506 stating that the initial weight matrix is not positive definite. Any
> ideas on how I might resolve this would be greatly appreciated.

You would certainly want to start by providing the syntax you typed
in, and the output Stata provided. -winit(id)- is often a reasonable
choice.

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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