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  • Complex convergence with GMM and optimisation options

    Dear Statalist,

    I am doing a complex estimation using the Generalised Method of Moments GMM.
    The iterations before convergence are many and my laptop is having some troubles is dealing with such a heavy task.
    Also the warnings "backed up" and "not concave" show up in every iteration.

    Are there any options available to ease the job?
    I have in mind for instance lowering the tolerance of the parameters/function/scale gradient or changing the working algorithm.
    In that case, which gains and drawbacks should I expect?

    Thanks for the attention and the support.

    Regards
    Luca
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