Hessian is singular at iteration 1

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joshi27s
Posts: 14
Joined: Thu Jun 04, 2020 8:49 am

Hessian is singular at iteration 1

Postby joshi27s » Mon Jun 08, 2020 7:55 pm

I am using EViews 11 to run simulations from the FRB/US model, specifically program "ocpolicy", when I encountered the following message:
Screen Shot 2020-06-08 at 10.54.52 PM.png
Screen Shot 2020-06-08 at 10.54.52 PM.png (58.41 KiB) Viewed 623 times


Unlike error messages, this doesn't display from which line of code the problem has arisen. So, I'm unsure how to handle it as the entire simulation stops. Please help.

EViews Matt
EViews Developer
Posts: 450
Joined: Thu Apr 25, 2013 7:48 pm

Re: Hessian is singular at iteration 1

Postby EViews Matt » Tue Jun 09, 2020 9:23 am

Hello,

That error is generated by one of the FRB/US model program subroutines (in mce_solve_library.prg) rather than by EViews. I haven't been able to recreate this issue running the stock ocpolicy.prg with the unmodified database.

Elderfield.A
Posts: 41
Joined: Thu Jul 11, 2019 10:47 pm

Re: Hessian is singular at iteration 1

Postby Elderfield.A » Sun Jun 21, 2020 11:28 pm

I gather you are running an optimal control scenario. In my experience, this happens when your control variable(s) do not have an effect on your target variables - it usually happens to me when I forget to update a sample :lol:


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