... but unless there is an outright error in the code, the problem is
due to the specific data and starting values, which means they cannot
be easily reproduced.
More than likely, the optimizer has run into numerical problems. After
all, it is wandering around in 37 dimensional space and the max/m
It is quite unlikely that anyone can help you without a reproducible
example. [1]
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[1]
http://stackoverflow.com/questions/5
Hello,I am running a nonlinear GMM using the optimx wrapper. I am trying to
estimate 37 variables however and my code for the optimx is:
nlgmm = optimx(par=b0, fn=obj,method = "BFGS", itnmax=1,
control=list(follow.on = TRUE,kkt=FALSE,starttests=TRUE,save.failures=TRUE,
trace=0))
My staring
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