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Re: st: could not calculate numerical derivatives -- flat or discontinuous region encountered


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: could not calculate numerical derivatives -- flat or discontinuous region encountered
Date   Sun, 30 Dec 2012 08:02:39 -0500

On Sun, Dec 30, 2012 at 6:35 AM, Usman Gilani <ujgilani@gmail.com> wrote:
> Dear members,
> I'm trying to run the following non-linear regression using gmm in state 12. but getting the error message

I'll give the generic troubleshooting advice: Make a sequence of
simpler models that change one thing. See if you can get any of these
models to run. Then build back up towards the complex model you want
to run and see where it fails. Right now you have so much going on
it's hard to say what's wrong.

The "cannot compute numerical derivative" is a sign that the
optimization routine is failing. Usually this happens because you have
too complex a model for the data you have. In some cases the model you
want to fit is too complicated for any dataset in which case it's not
identified, but I suspect this is a case of empirical identification
or else some other specification error.
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