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Re: st: initial values not feasible


From   urbain thierry YOGO <[email protected]>
To   [email protected]
Subject   Re: st: initial values not feasible
Date   Mon, 3 Dec 2012 18:01:21 +0100

Thank you Nick. I will try to look carefully at data.

2012/12/2, Nick Cox <[email protected]>:
> -xtmpg- is from SJ 7-2. Please remember...
>
> I am not clear what kind of help you expect us to be able to give.
> Perhaps the parameter estimates for the model that converged would be
> reasonable starting points for trying again with  the model that
> didn't. Either way, your possibilities clearly range from trying
> non-default starting values to concluding that the first model is
> inappropriate for your data.
>
> There is little white magic with such models. They're always written
> up with examples that work well -- I've done precisely the same in
> other territories -- but they won't work if the generating process is
> something different. Often one needs to take a hard look at how many
> parameters are being estimated with how much data (how many panels,
> how long).
>
> Nick
>
> On Sun, Dec 2, 2012 at 6:01 PM, urbain thierry YOGO <[email protected]>
> wrote
>
>> I am trying to run a pooling mean group estimation using xtpmg. My
>> equation looks like this:
>> xtpmg d.ltgdp d.(ldep lrev dte), ec(ec) lr( ldep lrev dte), pmg replace
>> however stata gives me back the error 1400 "initial values not feasible).
>> But whent i run the model only with the first two variables (ltgdp
>> ldep) stata gives me the right output.
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-- 
*Urbain Thierry YOGO
Ph.D candidate in Economics*
*
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