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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

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?