stephen hynes (modulo deprecated HTML):
> I am using the nl command to fit a nonlinear
> function to my dependand variable by least squares.
> I have a dataset with 6 years of observations on approx.
> 5000 individuals. I am carrying out a variance covariance
> analysis using the minimum distance method and am trying
> to fit an appropriate econometric specification to my error
> component model (for Irish earnings). When I run my model
> specification using nl I get no results back for my standard
> errors, only dots. Can anyone tell me why this may be so.
> Are the number of years of observations too small?
Difficult to diagnose at a distance, especially
with no knowledge on my part of this class of models
or your data set.
Missing standard errors can arise for all sorts
of reasons. I would tend to guess collinearity
or convergence problems. Whenever I've used it
I've found -nl- unable to produce miracles if (in
retrospect) I made silly guesses initialising parameters. It
often needs a good hint about where to start.
Nick
[email protected]
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