Why can I get s.e. from BHHH matrix (when I run BFGS), but the numerical derivation produces NAN?
Posted: 29 Sep 2023, 04:58
Hi,
Thank you for providing so much help on this forum!
I have a general question when running an EMDC model embedded in a latent class framework. When the estimation is done (showing converged), it shows estimated parameters with approximate standard errors from BHHH matrix, which is all fine.
However, after "computing covariance matrixi using numeric methods (numDeriv)", some of the s.e. shows NAN. And this step takes a lot longer than the actual estimation.
May I know why I could get all the s.e. without a problem in the BHHH matrix, but not after numerical derivation? Also, why does the post-estimation process take so long compared to the estimation?
Thank you.
Thank you for providing so much help on this forum!
I have a general question when running an EMDC model embedded in a latent class framework. When the estimation is done (showing converged), it shows estimated parameters with approximate standard errors from BHHH matrix, which is all fine.
However, after "computing covariance matrixi using numeric methods (numDeriv)", some of the s.e. shows NAN. And this step takes a lot longer than the actual estimation.
May I know why I could get all the s.e. without a problem in the BHHH matrix, but not after numerical derivation? Also, why does the post-estimation process take so long compared to the estimation?
Thank you.