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st: problem with truncreg

From   Rich Steinberg <[email protected]>
To   [email protected]
Subject   st: problem with truncreg
Date   Tue, 22 Sep 2009 16:44:16 -0400

I've been trying truncreg and no matter what maximization technique I 
try, I get a few "backups" and then the iteration terminates with the 
following message:

numerical derivatives are approximate
nearby values are missing
numerical derivatives are approximate
nearby values are missing
cannot compute an improvement -- discontinuous region encountered

Shortening my list of control variables did not eliminate the problem.

I understand problems with concavity.  Although they are present, they 
do not seem to be the source of this error.
Perhaps I am being dense, but what could cause the likelihood to become 
discontinuous? Is there a fix up or is this problem inherent.  (Note -- 
this is unconstrained).

Rich Steinberg
Department of Economics, 516 Cavanaugh Hall
Indianapolis, IN 46202-5140

"Unanswered email since 1955"

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