Hessians of posterior density

From: Justin Wilkins <jwilkins@uctgsh1.uct.ac.za> Subject: [NMusers] Hessians of posterior density Date: 6/29/2003 6:02 AM Hi all, Can anyone shed some light on situations that might give rise to errors like the one below? <usual output file stuff> MONITORING OF SEARCH: 0HESSIAN OF POSTERIOR DENSITY IS NON-POSITIVE-DEFINITE DURING SEARCH In my case it came up when I fixed the additive error component (THETA(4)) in my model to zero: W=SQRT(THETA(4)**2+THETA(5)**2*F*F) (using the $SIGMA 1 FIX trick). Works fine when THETA(4) is unfixed - result is -4.18E-5 with an SE of 135, which suggests that it ought to be irrelevant. But take it out and it collapses. I'm assuming that it's just the very first round of calculations that are breaking, but I'm not sure how to get around it. Justin