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From |
Mauro.PISU@oecd.org |

To |
statalist@hsphsun2.harvard.edu |

Subject |
RE: st: nlcom, "Maximum number of iterations exceeded." |

Date |
Mon, 23 Mar 2009 13:48:56 +0100 |

Dear Maarten, Thanks again for your reply, but I do not think the problem I have with nlcom has anything to do with the missing standard errors. As the examples below show, slightly modifying the nonlinear expression of the marginal effect (changing the exponent of _b[/Umi]), and using exactly the same parameters as before, produces sensible results. . nlcom ME0 : _b[/Uci]^2 + _b[/Uxi]^2 + _b[/Umi]^2 + _b[/Uii]^2 , ME0: _b[/Uci]^2 + _b[/Uxi]^2 + _b[/Umi]^2 + _b[/Uii]^2 Maximum number of iterations exceeded. r(498); If I slightly modify the marginal effects changing the exponent of _b[/Umi] I get the following . nlcom ME1 : _b[/Uci]^2 + _b[/Uxi]^2 + _b[/Umi] + _b[/Uii]^2 , ME1: _b[/Uci]^2 + _b[/Uxi]^2 + _b[/Umi] + _b[/Uii]^2 ------------------------------------------------------------------------------ | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- ME1 | .4094367 .0654285 6.26 0.000 .2811993 .5376741 ------------------------------------------------------------------------------ . nlcom ME3 : _b[/Uci]^2 + _b[/Uxi]^2 + _b[/Umi]^4 + _b[/Uii]^2 , ME3: _b[/Uci]^2 + _b[/Uxi]^2 + _b[/Umi]^4 + _b[/Uii]^2 ------------------------------------------------------------------------------ | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- ME3 | .4098511 .0654577 6.26 0.000 .2815562 .5381459 ------------------------------------------------------------------------------ So the problem must be in nlcom and not in the estimates produced by nlsur (which I agree need to be fixed anyway). Cheers, Mauro ***** I have understood your situation to be the following: You estimate a model with -nlsur-, "but for some standard errors that are missing for unknown reason." After that, you ignore this problem and still try to use -nlcom-, and -nlcom- won't converge. -nlcom- is a postestimation command, it will use whatever model you estimated before it as its input, in your case -nlsur-. If there is a problem in your previous command then there will also be a problem in your -nlcom- command. Missing standard errors is a clear sign that there is something seriously wrong with your -nlsur- command. So my comment was that you should first fix your -nlsur- command before you start using -nlcom-, and the problem with your -nlsur- command is probably the reason that -nlcom- won't converge. The comment about perfect colinearity was just one possible thing that could cause your problems with -nlsur-. -- Maarten ****** * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: nlcom, "Maximum number of iterations exceeded."***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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