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


From   Nick Cox <njcoxstata@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 15:34:43 +0000

I don't see how anyone can elaborate helpfully on that. We don't have
your data to give specific insights. It's as Jay says: Stata can't get
anywhere with your model, so the best general advice is to try
something much simpler.

Nick

On Sun, Dec 30, 2012 at 1:39 PM, Usman Gilani <ujgilani@gmail.com> wrote:

> Thanks for your quick reply. I'm trying to run models as you suggested. I'm new to stata and econometrics, could you please elaborate what do you mean by  "...empirical identification or else some other specification error".

On 30 Dec 2012, at 13:02, JVerkuilen (Gmail) <jvverkuilen@gmail.com> wrote:

>> On Sun, Dec 30, 2012 at 6:35 AM, Usman Gilani <ujgilani@gmail.com> wrote:

>>> 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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