请教连老师及各位大神老师:有如下一个问题,一直弄不好,盼望得到帮助!
参考如下连玉君老师给出的程序跑如下回归时,重复多次不知道为什么迭代结果总无法收敛?
*-模型 2:MLE
*-Test sig_w = sig_u = 0
*- MLE of OLS model
constraint define 1 [sigma_u]_cons = 0 //约束条件:不加常数项
constraint define 2 [sigma_w]_cons = 0
local xx "lnage symp urban sex married education"
ml model lf SFA2tier_KP05_extend_ll (lnprice: lnprice = `xx') ///
(sigma_v:) (sigma_u:) (sigma_w:), constraint(1 2)
qui ml check
qui ml search
ml max
est store m0
总是提示
numerical derivatives are approximate
nearby values are missing