试试底下连结是否有帮助？http://www.stata-journal.com/article.html?article=st0423

或 http://www.stata-journal.com/sjpdf.html?articlenum=st0045

之前就是参考的这两篇文章的方法，但是不知到为什么，有些特定的变量组回归没有问题，但是换掉一些变量就会出现上述的报错。

It happens! 这种高维度概似函数（likelihood function）的极大过程中，有些函数"长得""太平"了，以致于无法往前（极大值）迈进！

你的意思我不太懂诶
这是迭代过程
Iteration 0:   log likelihood = -2619.1934  
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Iteration 1:   log likelihood = -2537.4064  
Iteration 2:   log likelihood = -2312.4194  
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
Warning: cannot do Cholesky factorization of rho matrix
numerical derivatives are approximate
flat or discontinuous region encountered
Warning: cannot do Cholesky factorization of rho matrix
进行迭代之后就会这样报错，一直出现这个无法继续迭代。这个到底是什么原因呢？要怎么处理呢？