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st: Re: IVPOIS -- Error: Hessian is not positive semidefinite.


From   "Austin Nichols" <[email protected]>
To   [email protected]
Subject   st: Re: IVPOIS -- Error: Hessian is not positive semidefinite.
Date   Tue, 18 Dec 2007 17:08:39 -0500

Mohammad Rahman <[email protected]>:

Can you show a set of commands using publicly available data that
reproduces this error?  The help for -ivpois- (on SSC) shows
estimation examples using three datasets avail via:

use http://fmwww.bc.edu/ec-p/data/wooldridge/card, clear
ssc inst ivpois, replace
net get ivp_bwt
use ivp_bwt, clear
net get ivp_cig
use ivp_cig, clear

and -webuse- has access to many more example datasets.

-ivpois- cannot be used for Negative Binomial models.

On Dec 18, 2007 4:51 PM, Mohammad Rahman <[email protected]> wrote:
> Hi,
>
> I have not been successful in using IVPOIS command in Stata 10.  I used the
> same example that is outlined in the help file.  However, every time I am
> getting an error saying: "Hessian is not positive semidefinite (an error
> occurred when bootstrap executed iv_poisson)". The error code is: r(430).
>
> I would really appreciate any help regarding this.
>
> Also, could you give me any pointer how I can use it for Negative Binomial
> models.
>
> Thanks a lot in advance.
>
> Regards,
>
> Mohammad
>
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