getting out of an overflow

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lukeroom
Posts: 11
Joined: Tue Sep 13, 2022 12:50 am

getting out of an overflow

Postby lukeroom » Sun Sep 25, 2022 11:39 pm

Hello, I was running non-linear least squares and I got an overflow.
Since then, all other maximization routines that were estimating other equations (and were working before the overflow) got stuck and I kept on obtaining overflows also in equations that i was able to estimate without any problems.
I guess that the overflow affects the maximization routines overall... so my question is if there is a way to restart the routines in order to get rid of the problem caused by the overflow.
Thank you!

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: getting out of an overflow

Postby startz » Mon Sep 26, 2022 6:06 am

You probably want to change the starting values (in the C vector).

lukeroom
Posts: 11
Joined: Tue Sep 13, 2022 12:50 am

Re: getting out of an overflow

Postby lukeroom » Mon Sep 26, 2022 6:26 am

yes... indeed!
the starting values are those appearing in the vector c?
should I go to the vector c and change one by one the values?

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: getting out of an overflow

Postby startz » Mon Sep 26, 2022 7:45 am

lukeroom wrote:yes... indeed!
the starting values are those appearing in the vector c?
should I go to the vector c and change one by one the values?


It's very hard to know which starting value is causing the problem. You might want to set them all at values you think are reasonable. If that doesn't work then, yes, experimenting with the values makes sense.

lukeroom
Posts: 11
Joined: Tue Sep 13, 2022 12:50 am

Re: getting out of an overflow

Postby lukeroom » Wed Sep 28, 2022 7:07 am

very useful, thank you! Finally I know where starting values are stored.


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