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st: calculation of standard errors using estat mfx after asclogit


From   Lisa Pfeiffer <[email protected]>
To   [email protected]
Subject   st: calculation of standard errors using estat mfx after asclogit
Date   Thu, 6 Jan 2011 11:03:38 -0800

I'm having a problem with the calculation of standard errors through
estat mfx after asclogit. I get the "note: one or more numeric
derivatives failed; standard errors may be questionable". Depending on
the number of alternative specific constants I include (a max of 32),
many to all of the standard errors are not defined. What are the
possible causes of this failure? Is there a way I can calculate them
by hand?

Thanks,

Lisa Pfeiffer

Note: sorry if this is a double post; I received a jumbled message
from statalist and was not sure if it successfully posted.
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