[Limdep Nlogit List] Bootstrapping with Negative Binomial, s/n 080710130984nsl

[Dan Van Boxel]

Dear Dr. Greene,

We're attempting to develop bootstrap procedure with a negative 
binomial model.  It runs
fine with a Poisson model, however, the NB model displays error codes, often:

Warning   141: Iterations:current or start estimate of sigma is nonpositiv
   Error   802: Cannot compute function at current values. Exit status=4.
   Error   498: Skipping   9 repetitions after error flag set.

or maximum iterations.  Here is some of the example code we're 
attempting to run:

Proc = proc1
negbin;
lhs=y1;
rhs=one, b1, b2, b3, b4, b5;
alg=newt;
$
matrix; beta = [b(1), b(2), b(3), b(4), b(5), b(6), Alpha]$
EndProc

Exec; Proc=proc1; Bootstrap=beta; Draws=3200; N=10$

Thank your very much for your time and help,
Dan Van Boxel