st: Problem with sfcross - r(3200) error

[Reut Levi <rlevi2@student.gsu.edu>]

Dear Statalist members,
 
I am using the sfcross command to estimate inefficiency levels for the U.S. banking industry. 
 
My syntax is: sfcross lntc lnp1-lnloanslndd, distribution(hnormal) cost constraints (1 2 3)
 
Where lntc is the natural log of total cost and lnp1-lnloanslndd are the natural logs for all of my input prices (3 types of input prices), outputs (2), and interaction terms.
Also, my constraints syntax is as follows: 
 
constraint 1 [lnp1+lnp2+lnp3]=1
constraint 2 [lnp1lnp1+lnp1lnp2+lnp1lnp3+lnp2lnp2+lnp2lnp3+lnp3lnp3]=0
constraint 3 [lnp1lnloans+lnp1lndd+lnp2lnloans+lnp2lndd+lnp3lnloans+lnp3lndd]=0
 
Where, constraint 1 is for restricting the coefficients of input prices to 1.  Constraint 2 is for restricting the coefficients of price-price interaction terms to 0. And constraint 3 is for restricting the coefficients of price-output interaction terms to 0.
 
I have 10 groups of data, according to percentiles of asset size. 
The command works for 3 out of my 10 groups.  However, for 7 of the groups, I’m getting the following error: r(3200) - “initial values not feasible”.  If there is a conformability error, why does the command work for 3 groups?
 
I tried a variety of things, including smaller groups, or smaller ranges for the variables; I also tried dropping all the data points for which input price or total outputs equal zero, but nothing seems to work.
 
Please let me know if you have any other suggestions or if you can explain the problem behind this error.
I would be happy to provide additional information about my data or my code, if needed.
Thank you very much for your help. Have a great week,
Reut 
  
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