st: RE: URGENT HELP: Problem with xtpmg

["Nick Cox" <n.j.cox@durham.ac.uk>]

On appeals of urgency etc. please see the Statalist FAQ which you were
asked to read when you joined the list. 

"Urgency is your concern only Pleas of urgency, desperation, and the
like are deprecated on Statalist. Your urgency, however compelling, is a
private matter and does not translate into urgency for other members of
the list. In fact, labeling your question as urgent is more likely to
lead to your question being ignored by list members, who know that in
most cases urgency arises from disorganization. On Statalist, the
principle of charity is that you answer questions because you are able
and willing to say something about the question, not because you have
pity on the questioner."

On repeating posts please see ditto: 

http://www.stata.com/support/faqs/res/statalist.html#noanswer

On explaining which user-written programs you have used please see
ditto: 

"Say what command(s) you are using. If they are not part of official
Stata, say where they come from: the STB/SJ, SSC, or other archives. For
more explanation, see 7. Ado-files FAQ below."

The remaining question is what to say about your problem -- and about
why did it got no replies when you posted it yesterday. My guess is that
no one can think of anything specific and useful to say. Evidently a
model which you do not specify is impossible to fit to your data. Who
knows what is wrong? Perhaps the model does not suit the data, or vice
versa. That is an empty comment, which is presumably why several people
did not make it. 

To borrow a line from Maarten, try starting with a much simpler model.
And please do read the FAQ. 

Nick 
n.j.cox@durham.ac.uk 

Anirudh Shingal

I am trying to estimate a dynamic heterogeneous non-stationary panel
using the pooled mean group estimator via xtpmg; in my sample N = 14 and
T = 26.

However, I am getting the messages

"numerical derivatives are approximate
Flat or discontinuous region encountered" and the log-likelihood is
non-concave (even if I suppress the command, full, for getting the
regression output for each N)

Why is this happening? What should I do? (I would like the regression
output for each N)

I need this result rather urgently so any quick support would be greatly
appreciated...


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