[求助] 用Optim优化函数的问题！

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我现在用GMM估计一个函数。但是，用optim得到的结果总是不稳定。当初始值改变的时候，估计的结果也会发生改变。请问哪位大虾能帮我想象办法啊？

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关键词：Optim OPT Tim GMM估计 不稳定 函数 Optim

你用gmm()函数的吧？
gmm(g,x,t0=NULL,gradv=NULL, type=c("twoStep","cue","iterative"),
wmatrix = c("optimal","ident"), vcov=c("HAC","iid","TrueFixed"),
kernel=c("Quadratic Spectral","Truncated", "Bartlett", "Parzen", "Tukey-Hanning"),
crit=10e-7,bw = bwAndrews, prewhite = FALSE, ar.method = "ols", approx="AR(1)",
tol = 1e-7, itermax=100,optfct=c("optim","optimize","nlminb", "constrOptim"),
model=TRUE, X=FALSE, Y=FALSE, TypeGmm = "baseGmm", centeredVcov = TRUE,
weightsMatrix = NULL, traceIter = FALSE, data, eqConst = NULL,
eqConstFullVcov = FALSE, ...)  

Only when the dimension of  is 1, you can choose between the algorithm optim or optimize. In that case, the former is unreliable. If optimize is chosen,"t0" must be 1  2 which represents the interval in which the algorithm seeks the solution. It is also possible to choose the nlminb algorithm. In that case, boundaries for the coefficients can be set by the options upper= and lower=.
The constrOptim is only available for nonlinear models for now. The standard errors may have to be corrected if the estimtes reach the boundary set by ui and ci
  
所以你看你的条件是不是满足，或者换成optimize试一试