RE: Standard errors below 0.1%?
From: Leonid Gibiansky leonidg@metrumrg.com
Subject: RE: [NMusers] Standard errors below 0.1%?
Date: Wed, 03 Aug 2005 09:15:38 -0400
I've seen these SE once. To me this is an indication that R or S matrix (or both)
have zero or nearly zero eigenvalue(s). Inverse zero is infinity, this infinity "spreads
out" over all eigenvalues. The next inverse leads to zeros, and not only in the original
"zero-direction" but also in all other eigenvalues.
Try MATRIX=S (or MATRIX=R) on the $COV step to see whether this change the result.
Try SIGDIGITS=5 (or 5, 6) on the estimation step instead of (or in addition to) changing TOL
Log-transformation of DV (that is not directly related to the problem but helpful
for stability of the model) solved my problem that time.
Leonid
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