Hello,
I am estimating a nonlinear GMM and I got the following error message. I have
searched online in other to understand what is going on but could not find help
> ngmm = optimx(par=b0, fn=object,gr=gred, method = c("BFGS","nlminb","nlm"),
> itnmax=10000, control=list(follow.on = TRUE,starttests=TRUE,
> save.failures=TRUE, trace=0))
Error in eigen(nhatend) : infinite or missing values in 'x'
In addition: Warning messages:
1: In optimx.run(par, optcfg$ufn, optcfg$ugr, optcfg$uhess, lower, :
Hessian is reported non-symmetric with asymmetry ratio NaN
2: Hessian forced symmetric
Error in ans.ret[meth, ] <- c(ans$par, ans$value, ans$fevals, ans$gevals, :
number of items to replace is not a multiple of replacement length
In addition: Warning message:
In optimx.run(par, optcfg$ufn, optcfg$ugr, optcfg$uhess, lower, :
Eigenvalue failure after method BFGS
A way forward will be highly appreciated.
Thank you
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