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Re: st: xtpmg command


From   Sami Alameen <[email protected]>
To   [email protected]
Subject   Re: st: xtpmg command
Date   Fri, 16 Sep 2011 22:18:42 +0300

use the difficult option or change the algorithm option to another
than the default.

2011/9/16  <[email protected]>:
> Hi,
> I'm trying to use Pesaran's pooled mean group estimator (with xtpmg
> command) for my unbalanced panel of N=125 T=50. For my baseline regression
> (with one regressor), I am getting the error of "could not calculate
> numerical derivatives ,flat or discontinuous region encountered". When I
> increased the number of regressors, this time stata can not terminate the
> iteration since the likelihood function is not concave.
> How can I solve this problem?
>
> Best regard,
> Duygu
>
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