fa.mod (11.0 KB)
Excuse me, run this code
As written several times before, you are missing the diffuse_filter-option. Use far.mod (11.1 KB)
Now your are facing stochastic singularity, because you are not allowed to observed a perfect linear combination of variables.
Thank you very much for your time.
Sorry, no error has been fixed and all previous errors remain.
Excuse me, is the reason for not running the model due to Colinear?
MODEL_DIAGNOSTICS: The Jacobian of the static model is singular
MODEL_DIAGNOSTICS: there is 1 colinear relationships between the variables and the equations
Colinear variables:
lm
lh
d
kB
l
rc
mb
fr
Colinear equations
Columns ۱ through ۱۲
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Columns ۱۳ through ۲۴
21 22 26 27 28 30 31 32 34 35 36 39
Column ۲۵
40
initial_estimation_checks:: The forecast error variance in the multivariate Kalman filter became singular.
initial_estimation_checks:: This is often a sign of stochastic singularity, but can also sometimes happen by chance
initial_estimation_checks:: for a particular combination of parameters and data realizations.
initial_estimation_checks:: If you think the latter is the case, you should try with different initial values for the estimated parameters.
ESTIMATION_CHECKS: There was an error in computing the likelihood for initial parameter values.
ESTIMATION_CHECKS: If this is not a problem with the setting of options (check the error message below),
ESTIMATION_CHECKS: you should try using the calibrated version of the model as starting values. To do
ESTIMATION_CHECKS: this, add an empty estimated_params_init-block with use_calibration option immediately before the estimation
ESTIMATION_CHECKS: command (and after the estimated_params-block so that it does not get overwritten):
Excuse me, are you sure you sent the modified model yourself? Except command diffuse_filter No other changes to the model.
I am not getting paid for this, so please use my time efficiently and carefully read my posts. We are now at post 25. I told you already in post 3 to add the diffuse_filter-option, which you did not do even after telling you so several times. In my post above I added it and then told you what the new problem is:
Instead of reading this and working on a solution, you now post exactly this problem:
How about searching the forum yourself on how to deal with this, e.g.