[Limdep Nlogit List] Grouped data error message
Durham, Cathy
cathy.durham at oregonstate.edu
Thu Aug 10 09:16:43 EST 2006
You have a lot of what appear to be dummy variables that are nearly
always one or zero,
and series variables that add up close to 1. For example TAST and NUT,
and ISELSE look like dummy variables and are at 0.97328244, 0.95038168,
and 0.03. If I am correct then you only have
7 observations for which TAST =0 rather than 1. NUT has 9 zeros and
ISELSE has only 9 ones .
Then there is income.
INC1 4.408267518 3.5997424 1.225 0.2207 0.22519084
INC2 -1.285378004 3.5167576 -0.366 0.7147 0.33969466
INC3 1.958109458 3.2865041 0.596 0.5513 0.34732824
these income variables add up to 0.91221374
which isn't too troubling, but with the other dummy variables
some combination of them may be creating the
non psd result.
-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au
[mailto:limdep-bounces at limdep.itls.usyd.edu.au]On Behalf Of Andreas C
Drichoutis
Sent: Wednesday, August 09, 2006 12:58 AM
To: limdep at limdep.itls.usyd.edu.au
Subject: [Limdep Nlogit List] Grouped data error message
Hi all,
I'm estimating a grouped data model and I get the below error message
along
with a normal exit from iterations status. Are results trustworthy?
Thanks,
Andreas
--> grouped ; lhs=VNL ; rhs=ONE, TAST, NUT, WWEEKH, STR,
NFLX, PHDM, ISMED, ISELSE, ISFRIEN,ISNO, PLANNER,WEST,EAST, SOUTH,
NORTH, BH,GH, EXER, NKN,NI,EFF2,GEND,AGE, EDUC2,EDUC3,
INC1,INC2,INC3,ALWOFT, MED, OV,OB, HORIZON
; limits=0,2,3,5,8,13,21,36,60 ; KEEP=FITWTP2 $
Hessian is not positive definite at start values.
Error: 803: Hessian is not positive definite at start values.
B0 is too far from solution for Newton method.
Switching to BFGS as a better solution method.
Error: 137: Iterations: function not computable at crnt. trial
estimate
Normal exit from iterations. Exit status=0.
+---------------------------------------------+
| Limited Dependent Variable Model - CENSORED |
| Maximum Likelihood Estimates |
| Model estimated: Aug 09, 2006 at 10:50:06AM.|
| Dependent variable VNL |
| Weighting variable None |
| Number of observations 262 |
| Iterations completed 40 |
| Log likelihood function -542.1200 |
| Censoring Thresholds for the 10 cells: |
| Lower Upper Lower Upper |
| 1 ******* .00 2 .00 2.00 |
| 3 2.00 3.00 4 3.00 5.00 |
| 5 5.00 8.00 6 8.00 13.00 |
| 7 13.00 21.00 8 21.00 36.00 |
| 9 36.00 60.00 10 60.00 ******* |
+---------------------------------------------+
+---------+--------------+----------------+--------+---------+----------
+
|Variable | Coefficient | Standard Error |b/St.Er.|P[|Z|>z] | Mean of
X|
+---------+--------------+----------------+--------+---------+----------
+
Primary Index Equation for Model
Constant -8.482913005 10.233783 -.829 .4072
TAST 5.478935157 4.9333578 1.111 .2667 .97328244
NUT 2.177748079 3.8330831 .568 .5699 .95038168
WWEEKH .1680148164 .57624526E-01 2.916 .0035 17.062977
STR .8091784428 3.3797176 .239 .8108
.72519084E-01
NFLX -7.947525292 2.5603588 -3.104 .0019 .18702290
PHDM 4.183857111 2.5979839 1.610 .1073 .12595420
ISMED .7586809924 2.9977169 .253 .8002
.76335878E-01
ISELSE -3.926185490 4.6233206 -.849 .3958
.34351145E-01
ISFRIEN -.3896667449 2.0310790 -.192 .8479 .20229008
ISNO 2.533267410 2.2699547 1.116 .2644 .17938931
PLANNER -3.313984298 2.6051747 -1.272 .2033 .76717557
WEST -5.941326081 2.5333251 -2.345 .0190 .29770992
EAST 2.170737846 3.1197779 .696 .4866 .10687023
SOUTH -1.999043292 2.6000425 -.769 .4420 .21755725
NORTH -4.495901729 2.6671186 -1.686 .0919 .20992366
BH -.8803782412 2.8059552 -.314 .7537 .11832061
GH -1.881621104 1.8778815 -1.002 .3163 .50381679
EXER -.9005623461 2.0039123 -.449 .6531 .25954198
NKN 1.296717302 .65778032 1.971 .0487 5.5190840
NI -.6860157977 .71955480 -.953 .3404 4.5725191
EFF2 2.095537087 3.1710858 .661 .5087 .69338422
GEND -2.860793117 2.5055022 -1.142 .2535 .32061069
AGE .4139288739E-01 .67178016E-01 .616 .5378 49.572519
EDUC2 1.829472402 2.1265093 .860 .3896 .45419847
EDUC3 -1.524310636 2.8037247 -.544 .5867 .29007634
INC1 4.408267518 3.5997424 1.225 .2207 .22519084
INC2 -1.285378004 3.5167576 -.366 .7147 .33969466
INC3 1.958109458 3.2865041 .596 .5513 .34732824
ALWOFT 3.913428558 1.7985271 2.176 .0296 .34351145
MED 3.683483871 2.6087065 1.412 .1580 .11450382
OV -4.368004327 1.8488591 -2.363 .0182 .41603053
OB -.8965140373 2.2921617 -.391 .6957 .18320611
HORIZON 4.820180890 1.5867367 3.038 .0024 .38167939
Sigma 11.23682290 .64048764 17.544 .0000
(Note: E+nn or E-nn means multiply by 10 to + or -nn power.)
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