convergence not achieved in GMM Model

[Deanna Brown]

Dear Statailist


I run the GMM regression of my variables in STATA and
I have error that w that "convergence not achieved"

and robust std. err. z P>|z| [95% conf. interval]
of one of my variables cannot be calculated?

Please can you explain it for me why?

Thanks

[Deanna Brown]

note: instrument indep6 omitted because of collinearity.

Step 1
Iteration 0:   GMM criterion Q(b) =  1.3690599  (not concave)
Iteration 1:   GMM criterion Q(b) =  .17977436  (not concave)
Iteration 2:   GMM criterion Q(b) =  .02381218  (not concave)
Iteration 3:   GMM criterion Q(b) =  .00433431  (not concave)
Iteration 4:   GMM criterion Q(b) =  .00245273  (not concave)
Iteration 5:   GMM criterion Q(b) =  .00163843  (not concave)
Iteration 6:   GMM criterion Q(b) =  .00105015  (not concave)
Iteration 7:   GMM criterion Q(b) =  .00072761  (not concave)
Iteration 8:   GMM criterion Q(b) =   .0005233  (not concave)
Iteration 9:   GMM criterion Q(b) =  .00035729  (not concave)
Iteration 10:  GMM criterion Q(b) =  .00024711  (not concave)
Iteration 11:  GMM criterion Q(b) =  .00016808  (not concave)
Iteration 12:  GMM criterion Q(b) =   .0001146  (not concave)
Iteration 13:  GMM criterion Q(b) =  .00007803  (not concave)
Iteration 14:  GMM criterion Q(b) =  .00005341  (not concave)
Iteration 15:  GMM criterion Q(b) =  .00003632  (not concave)
Iteration 16:  GMM criterion Q(b) =  .00002473  (not concave)
Iteration 17:  GMM criterion Q(b) =  .00001683  (not concave)
Iteration 18:  GMM criterion Q(b) =  .00001148  (not concave)
Iteration 19:  GMM criterion Q(b) =  7.809e-06  (not concave)
Iteration 20:  GMM criterion Q(b) =  5.313e-06  (not concave)
Iteration 21:  GMM criterion Q(b) =  3.614e-06  (not concave)
Iteration 22:  GMM criterion Q(b) =  2.464e-06  (not concave)
Iteration 23:  GMM criterion Q(b) =  1.676e-06  (not concave)
Iteration 24:  GMM criterion Q(b) =  1.140e-06  (not concave)
Iteration 25:  GMM criterion Q(b) =  7.755e-07  (not concave)
Iteration 26:  GMM criterion Q(b) =  5.286e-07  (not concave)
Iteration 27:  GMM criterion Q(b) =  3.594e-07  (not concave)
Iteration 28:  GMM criterion Q(b) =  2.445e-07  (not concave)
Iteration 29:  GMM criterion Q(b) =  1.664e-07  (not concave)
Iteration 30:  GMM criterion Q(b) =  1.134e-07  (not concave)
Iteration 31:  GMM criterion Q(b) =  7.710e-08  (not concave)
Iteration 32:  GMM criterion Q(b) =  5.246e-08  (not concave)
Iteration 33:  GMM criterion Q(b) =  3.569e-08  (not concave)
Iteration 34:  GMM criterion Q(b) =  2.432e-08  (not concave)
Iteration 35:  GMM criterion Q(b) =  1.654e-08  (not concave)
Iteration 36:  GMM criterion Q(b) =  1.125e-08  (not concave)
Iteration 37:  GMM criterion Q(b) =  7.656e-09  (not concave)
Iteration 38:  GMM criterion Q(b) =  5.220e-09  (not concave)
Iteration 39:  GMM criterion Q(b) =  3.549e-09  (not concave)
Iteration 40:  GMM criterion Q(b) =  2.415e-09  (not concave)
Iteration 41:  GMM criterion Q(b) =  1.643e-09  (not concave)
Iteration 42:  GMM criterion Q(b) =  1.120e-09  (not concave)
Iteration 43:  GMM criterion Q(b) =  7.619e-10  (not concave)
Iteration 44:  GMM criterion Q(b) =  5.182e-10  (not concave)
Iteration 45:  GMM criterion Q(b) =  3.526e-10  (not concave)
Iteration 46:  GMM criterion Q(b) =  2.406e-10  (not concave)
Iteration 47:  GMM criterion Q(b) =  1.636e-10  (not concave)
Iteration 48:  GMM criterion Q(b) =  1.112e-10  (not concave)
Iteration 49:  GMM criterion Q(b) =  7.567e-11  (not concave)
Iteration 50:  GMM criterion Q(b) =  5.168e-11  (not concave)
Iteration 51:  GMM criterion Q(b) =  3.512e-11  (not concave)
Iteration 52:  GMM criterion Q(b) =  2.385e-11  (not concave)
Iteration 53:  GMM criterion Q(b) =  1.623e-11  (not concave)
Iteration 54:  GMM criterion Q(b) =  1.111e-11  (not concave)
Iteration 55:  GMM criterion Q(b) =  7.545e-12  (not concave)
Iteration 56:  GMM criterion Q(b) =  5.110e-12  (not concave)
Iteration 57:  GMM criterion Q(b) =  3.482e-12  (not concave)
Iteration 58:  GMM criterion Q(b) =  2.390e-12  (not concave)
Iteration 59:  GMM criterion Q(b) =  1.622e-12  (not concave)
Iteration 60:  GMM criterion Q(b) =  1.093e-12  (not concave)
Iteration 61:  GMM criterion Q(b) =  7.458e-13  (not concave)
Iteration 62:  GMM criterion Q(b) =  5.160e-13  (not concave)
Iteration 63:  GMM criterion Q(b) =  3.494e-13  (not concave)
Iteration 64:  GMM criterion Q(b) =  2.327e-13  (not concave)
Iteration 65:  GMM criterion Q(b) =  1.594e-13  (not concave)
Iteration 66:  GMM criterion Q(b) =  1.123e-13  (not concave)
Iteration 67:  GMM criterion Q(b) =  7.567e-14  (not concave)
Iteration 68:  GMM criterion Q(b) =  4.915e-14  (not concave)
Iteration 69:  GMM criterion Q(b) =  3.402e-14  (not concave)
Iteration 70:  GMM criterion Q(b) =  2.486e-14  (not concave)
Iteration 71:  GMM criterion Q(b) =  1.665e-14  (not concave)
Iteration 72:  GMM criterion Q(b) =  1.040e-14  (not concave)
Iteration 73:  GMM criterion Q(b) =  7.329e-15  (not concave)
Iteration 74:  GMM criterion Q(b) =  5.610e-15  (not concave)
Iteration 75:  GMM criterion Q(b) =  3.768e-15  (not concave)
Iteration 76:  GMM criterion Q(b) =  2.391e-15  (not concave)
Iteration 77:  GMM criterion Q(b) =  1.673e-15  (not concave)
Iteration 78:  GMM criterion Q(b) =  1.263e-15  (not concave)
Iteration 79:  GMM criterion Q(b) =  8.443e-16  (not concave)
Iteration 80:  GMM criterion Q(b) =  5.211e-16  (not concave)
Iteration 81:  GMM criterion Q(b) =  3.699e-16  (not concave)
Iteration 82:  GMM criterion Q(b) =  2.870e-16  (not concave)
Iteration 83:  GMM criterion Q(b) =  1.933e-16  (not concave)
Iteration 84:  GMM criterion Q(b) =  1.248e-16  (not concave)
Iteration 85:  GMM criterion Q(b) =  8.667e-17  (not concave)
Iteration 86:  GMM criterion Q(b) =  6.416e-17  (not concave)
Iteration 87:  GMM criterion Q(b) =  4.283e-17  (not concave)
Iteration 88:  GMM criterion Q(b) =  2.611e-17  (not concave)
Iteration 89:  GMM criterion Q(b) =  1.867e-17  (not concave)
Iteration 90:  GMM criterion Q(b) =  1.464e-17  (not concave)
Iteration 91:  GMM criterion Q(b) =  9.915e-18  (not concave)
Iteration 92:  GMM criterion Q(b) =  6.608e-18  (not concave)
Iteration 93:  GMM criterion Q(b) =  4.528e-18  (not concave)
Iteration 94:  GMM criterion Q(b) =  3.194e-18  (not concave)
Iteration 95:  GMM criterion Q(b) =  2.149e-18  (not concave)
Iteration 96:  GMM criterion Q(b) =  1.374e-18  (not concave)
Iteration 97:  GMM criterion Q(b) =  9.587e-19  (not concave)
Iteration 98:  GMM criterion Q(b) =  7.206e-19  (not concave)
Iteration 99:  GMM criterion Q(b) =  4.802e-19  (not concave)
Iteration 100: GMM criterion Q(b) =  2.891e-19  (not concave)
Iteration 101: GMM criterion Q(b) =  2.083e-19  (not concave)
Iteration 102: GMM criterion Q(b) =  1.641e-19  (not concave)
Iteration 103: GMM criterion Q(b) =  9.793e-20  (not concave)
Iteration 104: GMM criterion Q(b) =  7.095e-20  (not concave)
Iteration 105: GMM criterion Q(b) =  5.592e-20  (not concave)
Iteration 106: GMM criterion Q(b) =  3.236e-20  (not concave)
Iteration 107: GMM criterion Q(b) =  2.391e-20  (not concave)
Iteration 108: GMM criterion Q(b) =  1.883e-20  (not concave)
Iteration 109: GMM criterion Q(b) =  5.921e-21  (not concave)
Iteration 110: GMM criterion Q(b) =  2.391e-21  (not concave)
Iteration 111: GMM criterion Q(b) =  1.689e-21  (not concave)
Iteration 112: GMM criterion Q(b) =  1.135e-21  (not concave)
Iteration 113: GMM criterion Q(b) =  7.215e-22  (not concave)
Iteration 114: GMM criterion Q(b) =  5.050e-22  (not concave)
Iteration 115: GMM criterion Q(b) =  3.833e-22  (not concave)
Iteration 116: GMM criterion Q(b) =  2.553e-22  (not concave)
Iteration 117: GMM criterion Q(b) =  1.525e-22  (not concave)
Iteration 118: GMM criterion Q(b) =  1.105e-22  (not concave)
Iteration 119: GMM criterion Q(b) =  8.711e-23  (not concave)
Iteration 120: GMM criterion Q(b) =  5.094e-23  (not concave)
Iteration 121: GMM criterion Q(b) =  3.740e-23  (not concave)
Iteration 122: GMM criterion Q(b) =  2.949e-23  (not concave)
Iteration 123: GMM criterion Q(b) =  1.229e-23  (not concave)
Iteration 124: GMM criterion Q(b) =  3.989e-24  (not concave)
Iteration 125: GMM criterion Q(b) =  7.675e-25  (not concave)
Iteration 126: GMM criterion Q(b) =  4.744e-25  (not concave)
Iteration 127: GMM criterion Q(b) =  1.618e-25  (not concave)
Iteration 128: GMM criterion Q(b) =  6.082e-26  (not concave)
Iteration 129: GMM criterion Q(b) =  3.601e-26  (not concave)
Iteration 130: GMM criterion Q(b) =  2.624e-26  (not concave)
Iteration 131: GMM criterion Q(b) =  2.070e-26  (not concave)
Iteration 132: GMM criterion Q(b) =  1.096e-26  (not concave)
Iteration 133: GMM criterion Q(b) =  3.105e-27  (not concave)
Iteration 134: GMM criterion Q(b) =  2.226e-27  (not concave)
Iteration 135: GMM criterion Q(b) =  1.488e-27  (not concave)
Iteration 136: GMM criterion Q(b) =  9.291e-28  (not concave)
Iteration 137: GMM criterion Q(b) =  6.571e-28  (not concave)
Iteration 138: GMM criterion Q(b) =  5.106e-28  (not concave)
Iteration 139: GMM criterion Q(b) =  3.400e-28  (not concave)
Iteration 140: GMM criterion Q(b) =  1.995e-28  (not concave)
Iteration 141: GMM criterion Q(b) =  1.472e-28  (not concave)
Iteration 142: GMM criterion Q(b) =  1.153e-28  (not concave)
Iteration 143: GMM criterion Q(b) =  3.786e-29  (not concave)
Iteration 144: GMM criterion Q(b) =  1.474e-29  (not concave)
Iteration 145: GMM criterion Q(b) =  9.036e-30  (not concave)
Iteration 146: GMM criterion Q(b) =  6.396e-30  (not concave)
Iteration 147: GMM criterion Q(b) =  5.056e-30  (not concave)
Iteration 148: GMM criterion Q(b) =  3.304e-30  (not concave)
Iteration 149: GMM criterion Q(b) =  1.276e-30  (not concave)
Iteration 150: GMM criterion Q(b) =  4.909e-31  (not concave)
Iteration 151: GMM criterion Q(b) =  4.614e-31  (not concave)
Iteration 152: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 153: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 154: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 155: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 156: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 157: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 158: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 159: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 160: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 161: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 162: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 163: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 164: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 165: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 166: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 167: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 168: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 169: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 170: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 171: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 172: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 173: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 174: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 175: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 176: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 177: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 178: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 179: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 180: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 181: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 182: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 183: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 184: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 185: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 186: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 187: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 188: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 189: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 190: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 191: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 192: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 193: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 194: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 195: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 196: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 197: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 198: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 199: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 200: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 201: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 202: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 203: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 204: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 205: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 206: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 207: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 208: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 209: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 210: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 211: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 212: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 213: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 214: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 215: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 216: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 217: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 218: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 219: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 220: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 221: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 222: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 223: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 224: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 225: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 226: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 227: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 228: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 229: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 230: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 231: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 232: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 233: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 234: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 235: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 236: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 237: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 238: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 239: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 240: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 241: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 242: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 243: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 244: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 245: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 246: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 247: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 248: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 249: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 250: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 251: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 252: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 253: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 254: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 255: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 256: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 257: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 258: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 259: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 260: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 261: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 262: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 263: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 264: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 265: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 266: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 267: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 268: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 269: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 270: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 271: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 272: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 273: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 274: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 275: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 276: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 277: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 278: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 279: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 280: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 281: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 282: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 283: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 284: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 285: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 286: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 287: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 288: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 289: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 290: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 291: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 292: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 293: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 294: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 295: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 296: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 297: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 298: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 299: GMM criterion Q(b) =  4.475e-31  (not concave)
Iteration 300: GMM criterion Q(b) =  4.475e-31  (not concave)
convergence not achieved

GMM estimation 

Number of parameters =  13
Number of moments    =  12
Initial weight matrix: Unadjusted                 Number of obs   =         45
GMM weight matrix:     Robust

------------------------------------------------------------------------------
             |               Robust
             | Coefficient  std. err.      z    P>|z|     [95% conf. interval]
-------------+----------------------------------------------------------------
         /b1 |   .0232689   .0168749     1.38   0.168    -.0098053    .0563432
         /b2 |    .234621   .1646653     1.42   0.154     -.088117    .5573591
         /b3 |  -7.038288   7.044913    -1.00   0.318    -20.84606    6.769488
         /b4 |   13.91629   11.02502     1.26   0.207    -7.692351    35.52493
         /b5 |   .5145704   .0353204    14.57   0.000     .4453438     .583797
         /b6 |   .5145704          .        .       .            .           .
         /b7 |   .1344302   .2270669     0.59   0.554    -.3106129    .5794732
         /b8 |  -.0716063   .3114603    -0.23   0.818    -.6820572    .5388446
         /b9 |  -.2837949   .0925487    -3.07   0.002    -.4651871   -.1024027
        /b10 |   .4463241   .1543784     2.89   0.004     .1437479    .7489003
        /b11 |  -.0578317   .0277577    -2.08   0.037    -.1122358   -.0034277
        /b12 |   .0419351   .0406528     1.03   0.302    -.0377428    .1216131
         /b0 |   .1161466   .0517387     2.24   0.025     .0147407    .2175525
------------------------------------------------------------------------------ 

[Deanna Brown]

Please I need response

[Andrew Musau]

You should show your exact command and exact Stata output (see FAQ Advice #12 for how to ask questions).

GMM estimation

Number of parameters = 13
Number of moments = 12

The convergence is not achieved because you need as many instruments as parameters for the model to be identified in GMM estimation. Stata should have terminated with an error, but the initial check showed that you had exactly the same number of instruments as parameters. Once the estimation begins, the collinearity is detected and one instrument is dropped and you violate the identification condition.