If omit were a hansl script I'd think some 'catch' followed by 'if err' are missed in the loop Oleh
7 грудня 2015, 14:28:06, від "Riccardo (Jack) Lucchetti" < r.lucchetti(a)univpm.it >: On Mon, 7 Dec 2015, Artur T. wrote: > Dear all, > I attached a sample script and my data. Using the "omit" command after > estimating a ordered probit results in a crash on both Ubuntu (64-bit, > current cvs) and Win 7(64-bit, version from last week or so). > Hope these information are helpful. It's a numerical problem. For example, if you multiply your eubor_3m variable (and its lags) by 10, the problem disappears. The same happens with ifo_r1_dln. It looks as if with the original values some weird condition is triggered such that the Hessian turns out to be numerically singular. I'll look into this. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti ------------------------------------------------------- _______________________________________________ Gretl-devel mailing list Gretl-devel(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-develIf omit were a hansl script
I'd think some 'catch' followed
by 'if err' are missed in the loop
Oleh
7 гÑÑÐ´Ð½Ñ 2015, 14:28:06, вÑд "Riccardo (Jack) Lucchetti" <[email protected]>:
On Mon, 7 Dec 2015, Artur T. wrote: > Dear all, > I attached a sample script and my data. Using the "omit" command after > estimating a ordered probit results in a crash on both Ubuntu (64-bit, > current cvs) and Win 7(64-bit, version from last week or so). > Hope these information are helpful. It's a numerical problem. For example, if you multiply your eubor_3m variable (and its lags) by 10, the problem disappears. The same happens with ifo_r1_dln. It looks as if with the original values some weird condition is triggered such that the Hessian turns out to be numerically singular. I'll look into this. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) [email protected] http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------_______________________________________________ Gretl-devel mailing list [email protected] http://lists.wfu.edu/mailman/listinfo/gretl-devel
