[Limdep Nlogit List] Grouped data error message

William Greene wgreene at stern.nyu.edu
Thu Aug 10 10:46:33 EST 2006


Andreas.  The last message,
Normal exit from iterations. Exit status=0.
controls.  The results are fine.
/B. Greene

************************************************
Professor William Greene
Department of Economics
Stern School of Business
New York University
44 West 4th St., Rm. 7-78
New York, NY   10012
Ph. 212.998.0876
Fax. 212.995.4218
URL. http://www.stern.nyu.edu/~wgreene
Email. wgreene at stern.nyu.edu
************************************************

----- Original Message -----
From: Andreas C Drichoutis <adrihout at aua.gr>
Date: Wednesday, August 9, 2006 3:57 am
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 
> estimateNormal 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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