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Different results between Windows and Linux server

Report bugs or highlight issues with Apollo functions. At a minimum, please include the part of the output where you believe the bug is manifested. Ideally, please share your model file.
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ecd921
Posts: 5
Joined: 17 Nov 2020, 12:38

Different results between Windows and Linux server

Post by ecd921 »

Dear Stephane and David,

I have been running some MXL estimations on a Linux server using Apollo 0.2.5 with good results. When I moved the same files to a Windows computer, also with apollo 0.2.5., the same estimations show me "some eigenvalues of Hessian are positive" and I get many "NAN" in the s.e., t.rat, etc. Which was not the case in the Linux server.

Which estimation should I rely on, the Linux server one or the Windows one? Why is this happenning?

Thank you.
Best regards,
Emilia
stephanehess
Site Admin
Posts: 974
Joined: 24 Apr 2020, 16:29

Re: Different results between Windows and Linux server

Post by stephanehess »

Emilia

small differences can happen, but this looks like an identification issue in one system. Can you please share the output for both?

Thanks

Stephane
--------------------------------
Stephane Hess
www.stephanehess.me.uk
ecd921
Posts: 5
Joined: 17 Nov 2020, 12:38

Re: Different results between Windows and Linux server

Post by ecd921 »

Dear Stephane,

Please find attach a zip with both outputs.

Best regards
Emilia
Attachments
MMNL_NoLux_100_v9_CY_output.zip
Both outputs included
(14.23 KiB) Downloaded 400 times
stephanehess
Site Admin
Posts: 974
Joined: 24 Apr 2020, 16:29

Re: Different results between Windows and Linux server

Post by stephanehess »

Emilia

apologies for the slow reply. This is quite odd, and what surprises is that the code doesn't use analytical derivatives. To help diagnose the issue further, would you be able to share the data with us offline?

Stephane
--------------------------------
Stephane Hess
www.stephanehess.me.uk
ecd921
Posts: 5
Joined: 17 Nov 2020, 12:38

Re: Different results between Windows and Linux server

Post by ecd921 »

Dear Stephane,

I have sent the data to your e-mail. Please let me know if by any chance you have not receive it.

Thanks.

Best regards,

Emilia
stephanehess
Site Admin
Posts: 974
Joined: 24 Apr 2020, 16:29

Re: Different results between Windows and Linux server

Post by stephanehess »

Emilia

I had a look.

A few points:

1. I would strongly recommend using more than 100 draws for the model
2. There is no reason to use the workInLogs setting for your model with only 12 observations per individual
3. Most importantly, you are using the setting

Code: Select all

hessianRoutine="maxLik"
. There is no need for this. It would mean using numerical derivatives for the Hessian instead of analytical derivatives, and this, potentially coupled with the low number of draws, led to the problems you saw

Stephane
--------------------------------
Stephane Hess
www.stephanehess.me.uk
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