I tried to estimate a heteroscediastic dynamic stochastic frontier production function using the sftfe command, where pde is specified for the model and with the option dynamic as follows:
"sftfe lny lnL lnK t, estimator(pde) d(tn) emean(z1 z2) usigma(z1 z2) vsigma(z1 z2) dynamic rescale". Even with the rescale option, after 175 iterations, I got the following error message.
Hessian is not negative semidefinite
panelsubmatrix(): 3301 subscript invalid
_sftfe_Get_SoL_and_PoSt_ReS(): - function returned error
_sftfe_sf_est_ml(): - function returned error
<istmt>: - function returned error
r(3301);
Can anything be done at this stage to achieve convergence?
"sftfe lny lnL lnK t, estimator(pde) d(tn) emean(z1 z2) usigma(z1 z2) vsigma(z1 z2) dynamic rescale". Even with the rescale option, after 175 iterations, I got the following error message.
Hessian is not negative semidefinite
panelsubmatrix(): 3301 subscript invalid
_sftfe_Get_SoL_and_PoSt_ReS(): - function returned error
_sftfe_sf_est_ml(): - function returned error
<istmt>: - function returned error
r(3301);
Can anything be done at this stage to achieve convergence?
