[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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