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st: Positive Definite Matrix (Murphy-Topel)


From   Marcus Winters <[email protected]>
To   [email protected]
Subject   st: Positive Definite Matrix (Murphy-Topel)
Date   Fri, 19 Jan 2007 10:44:35 -0600

I am estimating a 2 stage model and want to adjust the standard errors to
account for the predicted regressor.  The code I'm using is a combination of
Hardin's 2002 article on the Murphy-Topel estimator and Hole's 2006 article.
I have worked with several different model specifications and continually
get an error message in the "doit" program that the matrix is not positive
definite.  Does anyone have any advice on the best way to trouble shoot
this?  

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