Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: nl: missing standar error

From   "JVerkuilen (Gmail)" <>
Subject   Re: st: nl: missing standar error
Date   Thu, 13 Sep 2012 12:38:22 -0400

On Thu, Sep 13, 2012 at 12:06 PM,  <> wrote:

> Could you please give me a hint how to identify the problem? I have no idea, why Stata is not reporting this standard error when I am using my real data set. For me, the programming code looks the same except that I have to replace my variables according to the variables in the test case.

It sounds to me like the variance of that parameter is essentially 0
or some other violation of the requirement that a covariance matrix be
positive definite. Try outputting the covariance matrix of the
parameter estimates and see if there are other missing parts or if
(when looked at in correlation scale) the correlation between one
parameter and another is very high.

You may have an empirically unidentified parameter.

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index