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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 Stata专版
8403 12
2011-08-14
我用的命令是:xtpmg D. hp D. lnp D. i D. income D. lngdp, lr(L.hp L. lnp L. i L. income L. lngdp) ec(ec) full replace pmg
运行之后stata出现了不停的迭代,都已经迭代了100次了,这是怎么回事啊?请高手指教,怎么解决啊?谢谢!
stata运行结果如下:
numerical derivatives are approximate
flat or discontinuous region encountered
numerical derivatives are approximate
flat or discontinuous region encountered
numerical derivatives are approximate
flat or discontinuous region encountered
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 0:   log likelihood =  792.45247  (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
numerical derivatives are approximate
flat or discontinuous region encountered
numerical derivatives are approximate
flat or discontinuous region encountered
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 1:   log likelihood =  792.45247  (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
numerical derivatives are approximate
flat or discontinuous region encountered
numerical derivatives are approximate
flat or discontinuous region encountered
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 2:   log likelihood =  792.45247  (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
numerical derivatives are approximate
flat or discontinuous region encountered
numerical derivatives are approximate
flat or discontinuous region encountered
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 3:   log likelihood =  792.45247  (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
numerical derivatives are approximate
flat or discontinuous region encountered
numerical derivatives are approximate
flat or discontinuous region encountered
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 4:   log likelihood =  792.45247  (not concave)
~~~
之后的结果跟前面的一样~
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2011-8-14 12:05:22
你不能保证有最优解
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2011-8-14 12:11:22
蓝色 发表于 2011-8-14 12:05
你不能保证有最优解
那怎么解决呢?
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2011-8-14 12:15:24
一般是数据的问题
检查数据
是不是又异常的或者
是不是你的模型的形式不对,也无法收敛

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2011-8-14 12:51:13
我先试一试,看看结果怎么样?谢谢版主~
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2011-8-16 21:57:22
Data can't fit the Model
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