[Limdep Nlogit List] Generalised random effects model

[William Greene]

Maria.  The model may not be appropriate for your data.  Two
program possibilities:
(1) If you are analyzing cost data, add ;COST to the command.
(2) You must fit the model without the CSN feature first.  I.e.,
FRONTIER ; Lhs = y ; Rhs = X $
FRONTIER ; Lhs = y ; Rhs = X ; Panel ; CSN ; ... $
This is every time you fit the model.  It requires both commands.
/Bill Greene

On Mon, Jun 13, 2016 at 11:20 AM, Maria Papadimitriou <
mariapapadim at windowslive.com> wrote:

> 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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-- 
William Greene
Department of Economics
Stern School of Business, New York University
44 West 4 St., 7-90
New York, NY, 10012
URL: http://people.stern.nyu.edu/wgreene
Email: wgreene at stern.nyu.edu
Ph. +1.212.998.0876