Convergence achieved after 0 iterations

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Aktar
Posts: 74
Joined: Thu May 21, 2009 5:08 am

Convergence achieved after 0 iterations

Postby Aktar » Tue Jan 08, 2019 5:31 am

Hi all,

After chossing starting values I run a non-linear OLS and get convergence after 0 iterations.
Should I be worried about that?

My estimates seem to be very sensitive to starting values... 0 iterations mean that my starting values are those who maximize the likelihood, which seems to be very tricky, no?

Thank you

EViews Matt
EViews Developer
Posts: 557
Joined: Thu Apr 25, 2013 7:48 pm

Re: Convergence achieved after 0 iterations

Postby EViews Matt » Tue Jan 08, 2019 10:54 am

Hello,

That is suspicious. Either your starting values lucked upon a likelihood maximum, or there's an optimization failure that's not being reported correctly. Could you provide a workfile with your data and estimation?


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