| To: | Splus Mailing list <s-news@lists.biostat.wustl.edu> |
|---|---|
| Subject: | Hessian Matrix |
| From: | Carole Birrell <cbirrell@uow.edu.au> |
| Date: | Mon, 28 Aug 2006 13:19:07 +1000 |
| User-agent: | Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.7.2) Gecko/20040804 Netscape/7.2 (ax) |
Dear SPLUS users,I am using the SPlus version 7.0 Finmetrics and in particular the SsfFit function. This function has obviously changed from version 6.2 , and now seems to check for a Hessian matrix which is not invertible. I am simulating data from a multivariate basic structural model and then attempting to estimate the parameters for this model. I am now getting warnings saying that "Hessian failed to invert. in: SsfFit(all9, Augmentdata, "EstAugSV", trace = T)". Do I need to alter the precision somewhere, if so how do I do that? If not, do you have any advice as to what I should do? regards, Carole Birrell University of Wollongong. |
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