夏目贵志 发表于 2016-12-17 23:21
我感觉设定初始值是个比较麻烦的问题。一般来说比较复杂的模型会用较为简单的模型的初始值。比如半参模型可 ...
谢谢夏目的详细解答。我感觉这个错误比较普遍,但处理起来刺手,因为错误不是在自己编程写极大似然估计进出现,也不是用stata官方的命令(一般不需要外部安装)中出现,而是使用外部安装的命令时出现,首先是对外部安装的命令不太了解,打开该命令也是一大堆内容,水平所限,基本无法读懂。
最大的问题在于,stata根本就没有进入迭代程序,还没有开始iterate,就直接以 initial values not feasibler结束了。例如,双栏模型的命令dblhurdle,其错误的解释好象又不是初值不可行,而是超出了计算能力(其实样本数只有一千多,但错误提示说“in the midst of the necessary calculations, .........with more than 2,147,483,647 effective observations.”,这有点不好理解,难道是中间的计算过程,需要用到的维数超过了最大容量? 我1000多样本,比help文件中的例子数据807个样本也多不了多少呢。
[P] error . . . . . . . . . . . . . . . . . . . . . . . . Return code 1400
numerical overflow;
You have attempted something that, in the midst of the
necessary calculations, has resulted in something too large
for Stata to deal with accurately. Most commonly, this is
an attempt to estimate a model (say with regress) with more
than 2,147,483,647 effective observations. This effective
number could be reached with far fewer observations if you
were running a frequency-weighted model.