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RE: st: nlcom, "Maximum number of iterations exceeded."
Mauro,
I used to have the same problem of "Maximum number of iterations exceeded." when using “nlcom”.
Thanks to the Stata Technical Support, we understood that, in my case,like Maarten suggests you, it was a problem of small value of an estimated parameter (not far from 0), leading to a problem in the calculation of the derivative. In your example, it seems it is due to a problem with _b[/Umi] (especially when taking its square which makes it smaller!)
We introduced a trick in the program to avoid the problem. The idea is to multiply the small parameter in a first step and then recover it.
For your example, it will be something like that :
nlcom (ME0first : (1e+2)*( _b[/Uci]^2 + _b[/Uxi]^2 + _b[/Umi]^2 + _b[/Uii]^2)), post
nlcom ME0: _b[ME0first]/(1e+2)
Hope this helps you…
Valérie
-------------------------------
Valérie OROZCO
Toulouse School of Economics (INRA-GREMAQ)
21, allée de Brienne
F-31000 Toulouse, France
MF 426
+33 5 61 12 85 91
-------------------------------
________________________________
From
Maarten buis <[email protected]<mailto:maartenbuis%40yahoo.co.uk>>
To
stata list <[email protected]<mailto:statalist%40hsphsun2.harvard.edu>>
Subject
RE: st: nlcom, "Maximum number of iterations exceeded."
Date
Sat, 21 Mar 2009 10:06:21 +0000 (GMT)
________________________________
--- [email protected] wrote:
> Thanks for your reply, but I do not think this is related to
> the problem I have with nlcom. It is true that most
> probably there is some collinearity issue in the equations I
> am estimating (these are the output and input demand functions
> of a Symmetric Normalised Quadratic Profit Function by Diewert
> and Wales (1987) Econometrica).
> The problem I have has to do with nlcom. Even if I modify my
> equations in different manner I get the same kind of problem.
I have understood your situation to be the following:
You estimate a model with -nlsur-, "but for some standard errors
that are missing for unknown reason." After that, you ignore this
problem and still try to use -nlcom-, and -nlcom- won't converge.
-nlcom- is a postestimation command, it will use whatever model
you estimated before it as its input, in your case -nlsur-. If
there is a problem in your previous command then there will
also be a problem in your -nlcom- command. Missing standard
errors is a clear sign that there is something seriously wrong
with your -nlsur- command. So my comment was that you should
first fix your -nlsur- command before you start using -nlcom-,
and the problem with your -nlsur- command is probably the reason
that -nlcom- won't converge.
The comment about perfect colinearity was just one possible
thing that could cause your problems with -nlsur-.
-- Maarten
-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
-------------------------------
Valérie OROZCO
Toulouse School of Economics (INRA-GREMAQ)
21, allée de Brienne
F-31000 Toulouse, France
MF 426
+33 5 61 12 85 91
-------------------------------
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