[Limdep Nlogit List] Parametric survival models

[Gustavo Garcia Manzato]

Dear colleagues,

I'm doing some analysis using parametric survival models. I have 286860 
observations and 136 variables. Running the model using any type of 
distribution (Weibull, Exponential, Loglogistic, etc.), I get an error 
message saying:

Line search does not improve fn. Exit iterations. Status=3
Check derivatives (with ;OUTPUT=3). This may be a solution
if several iterations have been computed, not if only one.
   Error   806: (The log likelihood is flat at the current estimates.)

I already checked whether the data was loaded correctly and tried to 
start from a base model, increasing the variables step by step. Except 
for one trial (when I included ONE and another specific variable), all 
resulted in the same error message. Then, I ran the model (the same 
trials, step by step) with this ";OUTPUT=3" as suggested. With this, I 
get the value of the function when it starts and when it ends. What 
happens is that the values in each step are very close, even compared to 
that successful trial (when I get a "normal exit from iterations"). 
Additionally, the value of the function remains very high, at both start 
and end stages.

My concern is whether the successful trial is wrong or the other trials 
are correct (given that lots of iterations - more than 100 - have been 
computed). Has anyone faced a similar problem? Any ideas/suggestions on 
how to resolve this?

I appreciate your attention!

Best regards,
Gustavo