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RE: st: where next after nl?


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: where next after nl?
Date   Tue, 18 Jan 2011 10:43:54 +0000 (GMT)

--- On Tue, 18/1/11, Keith Dear wrote:
> The small example I carried across to Excel had four
> nonlinear and just six linear parameters (_cons+5). If I
> insert Excel's solution just for the nonlinear parameters,
> then nl still fails (RSS=147,098; Excel found RSS=143,309;
> N=6532; RMS=2.19).
> 
> If I provide starting values for all 10 parameters, to four
> sig.figures, then nl sort-of agrees with that solution: it
> performs 20 iterations (the limit I set) without declaring
> convergence and without changing the RSS, and then reports a
> non-converged "solution" very close to the starting values.
> 
> If I roughen the starting values to just 1 figure (as if
> from an approximate solution as in your archive post) then
> nl finds (with no further change but without converging)
> what I suppose is a local minimum with RSS=144,129.

Sounds like either an identification or a precision problem
or a bit of both, but without seeing the model it is hard 
to be more precise.

Best,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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