date = 31-Dec-2005 15:11:45 ********************************************************************** n_inst = 20 ********************************************************************** The dimensions of object IV are 2256 44 ********************************************************************** Object cdid dimensions: 2256 1 The dimensions of object cdindex are 94 1 ********************************************************************** The dimensions of object theta2w are 4 5 ********************************************************************** The dimensions of object invA are 44 44 ********************************************************************** Object temp dimensions: 2256 1 Object sum1 dimensions: 94 1 Object outshr dimensions: 2256 1 Object y dimensions: 2256 1 Object mid dimensions: 25 2256 Object t dimensions: 25 1 Object mvalold dimensions: 2256 1 Object oldt2 dimensions: 13 1 Object vfull dimensions: 2256 80 Object dfull dimensions: 2256 80 ********************************************************************** # of iterations for delta convergence: 50 GMM objective: 29.3534 # of iterations for delta convergence: 25 GMM objective: 29.5417 # of iterations for delta convergence: 27 GMM objective: 29.4125 # of iterations for delta convergence: 27 GMM objective: 29.658 # of iterations for delta convergence: 28 GMM objective: 29.5591 # of iterations for delta convergence: 46 GMM objective: 33.8912 # of iterations for delta convergence: 43 GMM objective: 30.1933 # of iterations for delta convergence: 41 GMM objective: 29.4804 # of iterations for delta convergence: 40 GMM objective: 29.1763 # of iterations for delta convergence: 41 GMM objective: 29.0882 # of iterations for delta convergence: 41 GMM objective: 29.3406 # of iterations for delta convergence: 28 GMM objective: 29.4213 # of iterations for delta convergence: 32 GMM objective: 29.363 # of iterations for delta convergence: 28 GMM objective: 29.281 Iteration Func-count min f(x) Procedure 1 14 29.0882 initial # of iterations for delta convergence: 43 GMM objective: 28.3267 # of iterations for delta convergence: 41 GMM objective: 30.8184 2 16 28.3267 reflect # of iterations for delta convergence: 46 GMM objective: 29.072 3 17 28.3267 reflect # of iterations for delta convergence: 37 GMM objective: 28.5643 4 18 28.3267 reflect # of iterations for delta convergence: 32 GMM objective: 28.5383 5 19 28.3267 reflect # of iterations for delta convergence: 29 GMM objective: 28.4763 6 20 28.3267 reflect # of iterations for delta convergence: 38 GMM objective: 28.7211 7 21 28.3267 reflect # of iterations for delta convergence: 39 GMM objective: 28.4566 8 22 28.3267 reflect # of iterations for delta convergence: 29 GMM objective: 28.3394 9 23 28.3267 reflect # of iterations for delta convergence: 31 GMM objective: 28.5211 10 24 28.3267 reflect # of iterations for delta convergence: 34 GMM objective: 28.4265 11 25 28.3267 reflect # of iterations for delta convergence: 34 GMM objective: 28.585 12 26 28.3267 reflect # of iterations for delta convergence: 32 GMM objective: 28.8025 13 27 28.3267 reflect # of iterations for delta convergence: 37 GMM objective: 29.5957 # of iterations for delta convergence: 45 GMM objective: 28.5616 14 29 28.3267 contract inside # of iterations for delta convergence: 40 GMM objective: 27.7714 # of iterations for delta convergence: 35 GMM objective: 27.2804 15 31 27.2804 expand # of iterations for delta convergence: 37 GMM objective: 27.4229 16 32 27.2804 reflect # of iterations for delta convergence: 41 GMM objective: 28.499 17 33 27.2804 reflect # of iterations for delta convergence: 42 GMM objective: 29.1928 # of iterations for delta convergence: 42 GMM objective: 28.2345 18 35 27.2804 contract inside # of iterations for delta convergence: 37 GMM objective: 28.3809 19 36 27.2804 reflect # of iterations for delta convergence: 41 GMM objective: 27.7653 20 37 27.2804 reflect # of iterations for delta convergence: 34 GMM objective: 27.8435 21 38 27.2804 reflect # of iterations for delta convergence: 31 GMM objective: 27.5804 22 39 27.2804 reflect # of iterations for delta convergence: 37 GMM objective: 27.5151 23 40 27.2804 reflect # of iterations for delta convergence: 40 GMM objective: 28.3516 24 41 27.2804 reflect # of iterations for delta convergence: 35 GMM objective: 27.4202 25 42 27.2804 reflect # of iterations for delta convergence: 30 GMM objective: 27.263 # of iterations for delta convergence: 36 GMM objective: 26.9768 26 44 26.9768 expand # of iterations for delta convergence: 39 GMM objective: 26.9217 # of iterations for delta convergence: 30 GMM objective: 26.3405 27 46 26.3405 expand # of iterations for delta convergence: 40 GMM objective: 28.0759 28 47 26.3405 reflect # of iterations for delta convergence: 44 GMM objective: 27.1754 29 48 26.3405 reflect # of iterations for delta convergence: 41 GMM objective: 26.5353 30 49 26.3405 reflect # of iterations for delta convergence: 40 GMM objective: 26.4215 31 50 26.3405 reflect # of iterations for delta convergence: 41 GMM objective: 26.7984 32 51 26.3405 reflect # of iterations for delta convergence: 45 GMM objective: 27.4591 33 52 26.3405 reflect # of iterations for delta convergence: 40 GMM objective: 26.2356 # of iterations for delta convergence: 32 GMM objective: 25.7429 34 54 25.7429 expand # of iterations for delta convergence: 36 GMM objective: 25.8684 35 55 25.7429 reflect # of iterations for delta convergence: 31 GMM objective: 25.8404 36 56 25.7429 reflect # of iterations for delta convergence: 37 GMM objective: 25.8841 37 57 25.7429 reflect # of iterations for delta convergence: 39 GMM objective: 26.7669 38 58 25.7429 reflect # of iterations for delta convergence: 37 GMM objective: 25.5216 # of iterations for delta convergence: 37 GMM objective: 25.0074 39 60 25.0074 expand # of iterations for delta convergence: 41 GMM objective: 25.1467 40 61 25.0074 reflect # of iterations for delta convergence: 34 GMM objective: 24.9168 # of iterations for delta convergence: 34 GMM objective: 24.194 41 63 24.194 expand # of iterations for delta convergence: 38 GMM objective: 25.1403 42 64 24.194 reflect # of iterations for delta convergence: 41 GMM objective: 24.7052 43 65 24.194 reflect # of iterations for delta convergence: 38 GMM objective: 24.9994 44 66 24.194 reflect # of iterations for delta convergence: 38 GMM objective: 25.5755 45 67 24.194 reflect # of iterations for delta convergence: 38 GMM objective: 24.528 46 68 24.194 reflect # of iterations for delta convergence: 39 GMM objective: 24.3234 47 69 24.194 reflect # of iterations for delta convergence: 28 GMM objective: 23.9337 # of iterations for delta convergence: 35 GMM objective: 23.5221 48 71 23.5221 expand # of iterations for delta convergence: 39 GMM objective: 24.0935 49 72 23.5221 reflect # of iterations for delta convergence: 36 GMM objective: 23.8512 50 73 23.5221 reflect # of iterations for delta convergence: 34 GMM objective: 23.6863 51 74 23.5221 reflect # of iterations for delta convergence: 37 GMM objective: 23.4556 # of iterations for delta convergence: 39 GMM objective: 23.5573 52 76 23.4556 reflect # of iterations for delta convergence: 34 GMM objective: 24.1854 53 77 23.4556 reflect # of iterations for delta convergence: 39 GMM objective: 23.4656 54 78 23.4556 reflect # of iterations for delta convergence: 41 GMM objective: 24.3413 55 79 23.4556 reflect # of iterations for delta convergence: 30 GMM objective: 24.0305 56 80 23.4556 reflect # of iterations for delta convergence: 41 GMM objective: 23.4834 57 81 23.4556 reflect # of iterations for delta convergence: 35 GMM objective: 23.9185 58 82 23.4556 reflect # of iterations for delta convergence: 38 GMM objective: 23.64 59 83 23.4556 reflect # of iterations for delta convergence: 35 GMM objective: 23.9986 60 84 23.4556 reflect # of iterations for delta convergence: 35 GMM objective: 23.2637 # of iterations for delta convergence: 35 GMM objective: 23.6864 61 86 23.2637 reflect # of iterations for delta convergence: 35 GMM objective: 23.8986 62 87 23.2637 reflect # of iterations for delta convergence: 42 GMM objective: 24.2766 # of iterations for delta convergence: 40 GMM objective: 23.5984 63 89 23.2637 contract inside # of iterations for delta convergence: 38 GMM objective: 24.2833 # of iterations for delta convergence: 43 GMM objective: 23.5643 64 91 23.2637 contract inside # of iterations for delta convergence: 42 GMM objective: 24.6363 # of iterations for delta convergence: 43 GMM objective: 23.5057 65 93 23.2637 contract inside # of iterations for delta convergence: 32 GMM objective: 24.1926 # of iterations for delta convergence: 39 GMM objective: 23.5469 66 95 23.2637 contract inside # of iterations for delta convergence: 34 GMM objective: 23.5535 67 96 23.2637 reflect # of iterations for delta convergence: 38 GMM objective: 24.1685 # of iterations for delta convergence: 39 GMM objective: 23.4894 68 98 23.2637 contract inside # of iterations for delta convergence: 36 GMM objective: 23.3529 69 99 23.2637 reflect # of iterations for delta convergence: 28 GMM objective: 23.2769 70 100 23.2637 reflect # of iterations for delta convergence: 41 GMM objective: 23.3875 71 101 23.2637 reflect # of iterations for delta convergence: 34 GMM objective: 23.2156 # of iterations for delta convergence: 34 GMM objective: 23.3333 72 103 23.2156 reflect # of iterations for delta convergence: 40 GMM objective: 23.4048 73 104 23.2156 reflect # of iterations for delta convergence: 36 GMM objective: 23.7159 # of iterations for delta convergence: 35 GMM objective: 23.331 74 106 23.2156 contract inside # of iterations for delta convergence: 32 GMM objective: 23.2168 75 107 23.2156 reflect # of iterations for delta convergence: 37 GMM objective: 23.2178 76 108 23.2156 reflect # of iterations for delta convergence: 36 GMM objective: 23.5038 # of iterations for delta convergence: 35 GMM objective: 23.3016 77 110 23.2156 contract outside # of iterations for delta convergence: 35 GMM objective: 23.0516 # of iterations for delta convergence: 26 GMM objective: 22.9864 78 112 22.9864 expand # of iterations for delta convergence: 30 GMM objective: 23.0066 79 113 22.9864 reflect # of iterations for delta convergence: 35 GMM objective: 22.9495 # of iterations for delta convergence: 34 GMM objective: 22.9044 80 115 22.9044 expand # of iterations for delta convergence: 34 GMM objective: 23.0425 81 116 22.9044 reflect # of iterations for delta convergence: 38 GMM objective: 22.9612 82 117 22.9044 reflect # of iterations for delta convergence: 40 GMM objective: 23.3773 # of iterations for delta convergence: 35 GMM objective: 23.1185 83 119 22.9044 contract outside # of iterations for delta convergence: 39 GMM objective: 22.8926 # of iterations for delta convergence: 35 GMM objective: 22.9719 84 121 22.8926 reflect # of iterations for delta convergence: 39 GMM objective: 22.9493 85 122 22.8926 reflect # of iterations for delta convergence: 37 GMM objective: 22.8022 # of iterations for delta convergence: 34 GMM objective: 22.8329 86 124 22.8022 reflect # of iterations for delta convergence: 31 GMM objective: 22.8402 87 125 22.8022 reflect # of iterations for delta convergence: 34 GMM objective: 22.6826 # of iterations for delta convergence: 28 GMM objective: 22.6489 88 127 22.6489 expand # of iterations for delta convergence: 35 GMM objective: 22.59 # of iterations for delta convergence: 35 GMM objective: 22.503 89 129 22.503 expand # of iterations for delta convergence: 39 GMM objective: 22.4469 # of iterations for delta convergence: 33 GMM objective: 22.2898 90 131 22.2898 expand # of iterations for delta convergence: 27 GMM objective: 22.3677 91 132 22.2898 reflect # of iterations for delta convergence: 39 GMM objective: 22.4342 92 133 22.2898 reflect # of iterations for delta convergence: 26 GMM objective: 22.5416 93 134 22.2898 reflect # of iterations for delta convergence: 35 GMM objective: 22.1646 # of iterations for delta convergence: 25 GMM objective: 21.9212 94 136 21.9212 expand # of iterations for delta convergence: 31 GMM objective: 22.1922 95 137 21.9212 reflect # of iterations for delta convergence: 35 GMM objective: 21.8995 # of iterations for delta convergence: 34 GMM objective: 21.5398 96 139 21.5398 expand # of iterations for delta convergence: 40 GMM objective: 22.1754 97 140 21.5398 reflect # of iterations for delta convergence: 36 GMM objective: 22.5524 98 141 21.5398 reflect # of iterations for delta convergence: 38 GMM objective: 21.5948 99 142 21.5398 reflect # of iterations for delta convergence: 32 GMM objective: 21.7338 100 143 21.5398 reflect # of iterations for delta convergence: 28 GMM objective: 21.7048 101 144 21.5398 reflect # of iterations for delta convergence: 32 GMM objective: 21.7559 102 145 21.5398 reflect # of iterations for delta convergence: 38 GMM objective: 22.2741 103 146 21.5398 reflect # of iterations for delta convergence: 33 GMM objective: 21.64 104 147 21.5398 reflect # of iterations for delta convergence: 35 GMM objective: 21.5521 105 148 21.5398 reflect # of iterations for delta convergence: 27 GMM objective: 21.3777 # of iterations for delta convergence: 36 GMM objective: 21.4045 106 150 21.3777 reflect # of iterations for delta convergence: 41 GMM objective: 21.1015 # of iterations for delta convergence: 32 GMM objective: 20.7665 107 152 20.7665 expand # of iterations for delta convergence: 32 GMM objective: 20.9699 108 153 20.7665 reflect # of iterations for delta convergence: 35 GMM objective: 21.3758 109 154 20.7665 reflect # of iterations for delta convergence: 38 GMM objective: 21.15 110 155 20.7665 reflect # of iterations for delta convergence: 34 GMM objective: 20.7972 111 156 20.7665 reflect # of iterations for delta convergence: 34 GMM objective: 21.1702 112 157 20.7665 reflect # of iterations for delta convergence: 32 GMM objective: 21.1049 113 158 20.7665 reflect # of iterations for delta convergence: 30 GMM objective: 20.699 # of iterations for delta convergence: 33 GMM objective: 20.5907 114 160 20.5907 expand # of iterations for delta convergence: 27 GMM objective: 20.8225 115 161 20.5907 reflect # of iterations for delta convergence: 35 GMM objective: 20.4765 # of iterations for delta convergence: 26 GMM objective: 20.3659 116 163 20.3659 expand # of iterations for delta convergence: 36 GMM objective: 20.3809 117 164 20.3659 reflect # of iterations for delta convergence: 39 GMM objective: 20.1836 # of iterations for delta convergence: 35 GMM objective: 20.033 118 166 20.033 expand # of iterations for delta convergence: 36 GMM objective: 20.2792 119 167 20.033 reflect # of iterations for delta convergence: 35 GMM objective: 20.0802 120 168 20.033 reflect # of iterations for delta convergence: 39 GMM objective: 20.503 121 169 20.033 reflect # of iterations for delta convergence: 38 GMM objective: 20.4047 122 170 20.033 reflect # of iterations for delta convergence: 29 GMM objective: 20.4579 123 171 20.033 reflect # of iterations for delta convergence: 35 GMM objective: 20.1219 124 172 20.033 reflect # of iterations for delta convergence: 37 GMM objective: 19.802 # of iterations for delta convergence: 34 GMM objective: 19.9439 125 174 19.802 reflect # of iterations for delta convergence: 40 GMM objective: 19.9483 126 175 19.802 reflect # of iterations for delta convergence: 28 GMM objective: 20.1456 127 176 19.802 reflect # of iterations for delta convergence: 38 GMM objective: 19.8129 128 177 19.802 reflect # of iterations for delta convergence: 39 GMM objective: 19.9914 129 178 19.802 reflect # of iterations for delta convergence: 36 GMM objective: 20.5137 # of iterations for delta convergence: 39 GMM objective: 20.0293 130 180 19.802 contract inside # of iterations for delta convergence: 37 GMM objective: 20.1745 131 181 19.802 reflect # of iterations for delta convergence: 29 GMM objective: 20.0952 132 182 19.802 reflect # of iterations for delta convergence: 37 GMM objective: 20.1013 133 183 19.802 reflect # of iterations for delta convergence: 35 GMM objective: 20.3226 # of iterations for delta convergence: 31 GMM objective: 19.9375 134 185 19.802 contract outside # of iterations for delta convergence: 30 GMM objective: 19.6966 # of iterations for delta convergence: 30 GMM objective: 19.9954 135 187 19.6966 reflect # of iterations for delta convergence: 33 GMM objective: 20.1816 # of iterations for delta convergence: 30 GMM objective: 19.8694 136 189 19.6966 contract inside # of iterations for delta convergence: 32 GMM objective: 19.6456 # of iterations for delta convergence: 31 GMM objective: 19.8331 137 191 19.6456 reflect # of iterations for delta convergence: 37 GMM objective: 19.8973 138 192 19.6456 reflect # of iterations for delta convergence: 36 GMM objective: 20.0704 139 193 19.6456 reflect # of iterations for delta convergence: 36 GMM objective: 19.9276 140 194 19.6456 reflect # of iterations for delta convergence: 35 GMM objective: 19.7585 141 195 19.6456 reflect # of iterations for delta convergence: 39 GMM objective: 19.9661 142 196 19.6456 reflect # of iterations for delta convergence: 38 GMM objective: 20.1245 # of iterations for delta convergence: 39 GMM objective: 19.7493 143 198 19.6456 contract inside # of iterations for delta convergence: 31 GMM objective: 19.7877 144 199 19.6456 reflect # of iterations for delta convergence: 37 GMM objective: 19.7094 145 200 19.6456 reflect # of iterations for delta convergence: 33 GMM objective: 19.9084 146 201 19.6456 reflect # of iterations for delta convergence: 30 GMM objective: 19.6405 # of iterations for delta convergence: 33 GMM objective: 20.01 147 203 19.6405 reflect # of iterations for delta convergence: 34 GMM objective: 19.3974 # of iterations for delta convergence: 34 GMM objective: 19.3717 148 205 19.3717 expand # of iterations for delta convergence: 37 GMM objective: 19.7538 149 206 19.3717 reflect # of iterations for delta convergence: 37 GMM objective: 19.6638 150 207 19.3717 reflect Exiting: Maximum number of iterations has been exceeded - increase MaxIter option. Current function value: 19.371720 theta2 = 0.2581 2.4317 0.0075 0.1238 3.5819 21.6313 -0.2216 1.4420 -1.0233 0.2847 0.0536 -0.9902 4.5870 fval = 19.3717 exitflag = 0 output = iterations: 150 funcCount: 207 algorithm: 'Nelder-Mead simplex direct search' ********************************************************************** Warning: The value of local variables may have been changed to match the globals. Future versions of MATLAB will require that you declare a variable to be global before you use that variable. > In /N/hd02/erasmuse/Libra/nevostuff/var_cov.m at line 10 In /N/hd02/erasmuse/Libra/nevostuff/r1.m at line 271 Object vcov dimensions: 38 38 Object se dimensions: 38 1 Object theta2w dimensions: 4 5 Object t dimensions: 1 1 Object se2w dimensions: 4 5 ********************************************************************** Object omega dimensions: 24 24 Object xmd dimensions: 24 3 Object ymd dimensions: 24 1 Object omega dimensions: 24 24 Object beta dimensions: 3 1 Object resmd dimensions: 24 1 Object semd dimensions: 3 1 Object mcoef dimensions: 4 1 Objectsemcoef dimensions: 5 1 **********************************************************************