I've been trying truncreg and no matter what maximization technique I
try, I get a few "backups" and then the iteration terminates with the
following message:
numerical derivatives are approximate
nearby values are missing
numerical derivatives are approximate
nearby values are missing
cannot compute an improvement -- discontinuous region encountered
r(430);
Shortening my list of control variables did not eliminate the problem.
I understand problems with concavity. Although they are present, they
do not seem to be the source of this error.
Perhaps I am being dense, but what could cause the likelihood to become
discontinuous? Is there a fix up or is this problem inherent. (Note --
this is unconstrained).
--
Rich Steinberg
Department of Economics, 516 Cavanaugh Hall
IUPUI
Indianapolis, IN 46202-5140
317-278-7221
"Unanswered email since 1955"
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/