[Limdep Nlogit List] Generalised random effects model

[Maria Papadimitriou]

Dear Nlogit Users,

I am receiving an error message like this:

Warning  141: Iterations:current or start estimate of sigma nonpositive
Line search at iteration  2 does not improve the function
Exiting optimization
With <   4 iterations, this may not be a good solution to
the optimization. The log-likelihood is flat.  Try refit-
ting with ;Output=3 and examining the derivatives.
 
Also when I am trying to run the True Random Effects model I am receiving again the same warning 141 and the comment below:
 Line search at iteration  3 does not improve the function
Exiting optimization
With <   4 iterations, this may not be a good solution to
the optimization. The log-likelihood is flat.  Try refit-
ting with ;Output=3 and examining the derivatives.

Even
 in cases where I am using a latent class model,a Random effects with 
Mundlak's treatment, a True Fixed effects model warning 141 exists. 
Can
 you please give me some suggestions on what to do further to fix the 
issue? Without being sure, maybe this is related to the nature of the 
data (lots of zero values) or to model misspecification (For the moment I
 am using a linear function).

Thank you a lot in advance!

Ms Maria PapadimitriouGraduate Teaching Assistant in EconomicsPhD Candidate in EconomicsLancaster University Charles Carter Building, floor D, Lancaster United Kingdom | T: +44 (0)7597745806  | Web page: http://www.lancs.ac.uk/lums/people/all/maria-papadimitriou/| E-mail address m.papadimitriou at lancaster.ac.ukCallSend SMSAdd to SkypeYou'll need Skype CreditFree via Skype

From: mariapapadim at windowslive.com
To: limdep at limdep.itls.usyd.edu.au
Subject: Generalised random effects model
Date: Thu, 9 Jun 2016 15:11:00 +0300






Dear Nlogit
users,



I am struggling to compose the code for a generalised random effects model. I
would like to explore persistent and transient inefficiency in the Higher
Education Sector. Unfortunately I cannot find any existing routines for a
generalised random effects model in Nlogit (I am using the Nlogit 5 version).
 I
want to do something similar with what Kumbjakar et al (2011) have done in their
model 6 or what Tsionas and Kumbhakar have applied in the JAE in (2012), but
without the Bayesian framework.
 If anybody can help me with that it would be
extremely vital for me since I have stuck on the programming part. Also I am
not sure if the version Nlogit 5 is supporting a generalised random effects
model or not. 




I am
looking forward to hearing from you asap!



Best wishes,

Maria


Ms Maria PapadimitriouGraduate Teaching Assistant in EconomicsPhD Candidate in EconomicsLancaster University Charles Carter Building, floor D, Lancaster United Kingdom | T: +44 (0)7597745806  | Web page: http://www.lancs.ac.uk/lums/people/all/maria-papadimitriou/| E-mail address m.papadimitriou at lancaster.ac.ukCallSend SMSAdd to SkypeYou'll need Skype CreditFree via Skype

    

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