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IPEV_c.out
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IPEV_c.out
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===============================================================================
IPEV model with closed-form, U_FUNCTION: 1
===============================================================================
MAXLIK Version 5.0.2 3/25/2023 11:45 pm
===============================================================================
return code = 0
normal convergence
Mean log-likelihood -3.68425
Number of cases 2000
Covariance matrix of the parameters computed by the following method:
Inverse of computed Hessian
Parameters Estimates Std. err. Est./s.e. Prob. Gradient
------------------------------------------------------------------
PSI01 -0.2351 0.1446 -1.627 0.1038 0.0000
PSI02 0.1081 0.0148 7.295 0.0000 0.0000
PSI03 -0.1119 0.0143 -7.822 0.0000 0.0000
Alpha01 -1.2311 0.0567 -21.712 0.0000 0.0000
Alpha02 -0.3311 0.0452 -7.332 0.0000 0.0000
Alpha03 -0.2424 0.0450 -5.383 0.0000 0.0000
Alpha04 -0.2467 0.0434 -5.690 0.0000 0.0000
Alpha05 -0.2360 0.0433 -5.450 0.0000 0.0000
Alpha06 -0.2246 0.0517 -4.343 0.0000 0.0000
Sigma -0.5383 0.0223 -24.095 0.0000 0.0000
Correlation matrix of the parameters
1.000 -0.089 -0.035 -0.903 -0.207 -0.156 -0.184 -0.079 0.109 -0.149
-0.089 1.000 -0.018 -0.221 0.017 0.064 -0.012 0.038 -0.097 0.051
-0.035 -0.018 1.000 -0.217 -0.016 -0.087 -0.020 -0.095 -0.006 -0.122
-0.903 -0.221 -0.217 1.000 0.193 0.151 0.184 0.089 -0.069 0.083
-0.207 0.017 -0.016 0.193 1.000 0.169 0.105 0.102 0.182 0.348
-0.156 0.064 -0.087 0.151 0.169 1.000 0.172 0.127 0.136 0.347
-0.184 -0.012 -0.020 0.184 0.105 0.172 1.000 0.082 0.181 0.322
-0.079 0.038 -0.095 0.089 0.102 0.127 0.082 1.000 0.169 0.314
0.109 -0.097 -0.006 -0.069 0.182 0.136 0.181 0.169 1.000 0.369
-0.149 0.051 -0.122 0.083 0.348 0.347 0.322 0.314 0.369 1.000
Number of iterations 31
Minutes to convergence 0.11731
===============================================================================
(Reparameterized) IPEV model with closed-form, U_FUNCTION: 1
===============================================================================
MAXLIK Version 5.0.2 3/25/2023 11:45 pm
===============================================================================
return code = 2
maximum number of iterations exceeded
Mean log-likelihood -3.68425
Number of cases 2000
Covariance matrix of the parameters computed by the following method:
Inverse of computed Hessian
Parameters Estimates Std. err. Est./s.e. Prob. Gradient
------------------------------------------------------------------
PSI01 -0.2351 0.1349 -1.744 0.0812 0.0000
PSI02 0.1081 0.0149 7.238 0.0000 0.0000
PSI03 -0.1119 0.0143 -7.806 0.0000 0.0000
Alpha01 0.7080 0.0153 46.204 0.0000 0.0000
Alpha02 0.2818 0.0377 7.473 0.0000 0.0000
Alpha03 0.2153 0.0405 5.312 0.0000 0.0000
Alpha04 0.2186 0.0415 5.272 0.0000 0.0000
Alpha05 0.2103 0.0489 4.296 0.0000 0.0000
Alpha06 0.2012 0.0529 3.802 0.0001 0.0000
Sigma 0.5837 0.0163 35.723 0.0000 0.0000
Correlation matrix of the parameters
1.000 -0.097 -0.089 0.884 -0.099 -0.025 -0.158 -0.020 -0.263 0.075
-0.097 1.000 -0.005 0.245 0.047 0.012 0.020 0.076 0.130 -0.016
-0.089 -0.005 1.000 0.191 0.081 0.132 0.118 0.093 0.073 -0.159
0.884 0.245 0.191 1.000 -0.050 0.022 -0.101 0.041 -0.175 0.079
-0.099 0.047 0.081 -0.050 1.000 0.373 0.387 0.446 0.463 -0.551
-0.025 0.012 0.132 0.022 0.373 1.000 0.400 0.477 0.467 -0.566
-0.158 0.020 0.118 -0.101 0.387 0.400 1.000 0.468 0.494 -0.553
-0.020 0.076 0.093 0.041 0.446 0.477 0.468 1.000 0.540 -0.613
-0.263 0.130 0.073 -0.175 0.463 0.467 0.494 0.540 1.000 -0.608
0.075 -0.016 -0.159 0.079 -0.551 -0.566 -0.553 -0.613 -0.608 1.000
Number of iterations 0
Minutes to convergence 0.00000
-0.23513031
0.10808963
-0.11189160
0.70802886
0.28184628
0.21525022
0.21862314
0.21025715
0.20116693
0.58374302
1.818678e-02 -1.955639e-04 -1.729888e-04 1.826887e-03 -5.022233e-04 -1.351295e-04 -8.811006e-04 -1.344551e-04 -1.875765e-03 1.656219e-04
-1.955639e-04 2.230417e-04 -1.043994e-06 5.613998e-05 2.640558e-05 7.089374e-06 1.243204e-05 5.569595e-05 1.028051e-04 -3.949593e-06
-1.729888e-04 -1.043994e-06 2.054410e-04 4.191365e-05 4.373879e-05 7.671477e-05 7.011653e-05 6.520254e-05 5.521325e-05 -3.723086e-05
1.826887e-03 5.613998e-05 4.191365e-05 2.348269e-04 -2.907455e-05 1.374906e-05 -6.413420e-05 3.066987e-05 -1.419676e-04 1.974126e-05
-5.022233e-04 2.640558e-05 4.373879e-05 -2.907455e-05 1.422518e-03 5.699836e-04 6.056088e-04 8.240620e-04 9.245315e-04 -3.393782e-04
-1.351295e-04 7.089374e-06 7.671477e-05 1.374906e-05 5.699836e-04 1.641686e-03 6.724395e-04 9.459355e-04 1.000973e-03 -3.745597e-04
-8.811006e-04 1.243204e-05 7.011653e-05 -6.413420e-05 6.056088e-04 6.724395e-04 1.719946e-03 9.505650e-04 1.083802e-03 -3.750442e-04
-1.344551e-04 5.569595e-05 6.520254e-05 3.066987e-05 8.240620e-04 9.459355e-04 9.505650e-04 2.394987e-03 1.399538e-03 -4.899817e-04
-1.875765e-03 1.028051e-04 5.521325e-05 -1.419676e-04 9.245315e-04 1.000973e-03 1.083802e-03 1.399538e-03 2.800128e-03 -5.254585e-04
1.656219e-04 -3.949593e-06 -3.723086e-05 1.974126e-05 -3.393782e-04 -3.745597e-04 -3.750442e-04 -4.899817e-04 -5.254585e-04 2.670159e-04
===============================================================================
IPEV model with closed-form, U_FUNCTION: 2
===============================================================================
MAXLIK Version 5.0.2 3/25/2023 11:46 pm
===============================================================================
return code = 0
normal convergence
Mean log-likelihood -3.61396
Number of cases 2000
Covariance matrix of the parameters computed by the following method:
Cross-product of first derivatives
Parameters Estimates Std. err. Est./s.e. Prob. Gradient
------------------------------------------------------------------
PSI01 -0.0635 0.4067 -0.156 0.8759 0.0000
PSI02 0.0985 0.0173 5.708 0.0000 0.0000
PSI03 -0.1034 0.0173 -5.986 0.0000 0.0000
Alpha01 -1.3273 0.1634 -8.121 0.0000 0.0000
Gamma01 1.0856 0.1002 10.834 0.0000 0.0000
Gamma02 0.9068 0.0923 9.826 0.0000 0.0000
Gamma03 0.9257 0.0944 9.801 0.0000 0.0000
Gamma04 0.9023 0.0959 9.412 0.0000 0.0000
Gamma05 0.8812 0.0954 9.240 0.0000 0.0000
Sigma -0.6370 0.0195 -32.654 0.0000 0.0000
Correlation matrix of the parameters
1.000 -0.195 -0.055 -0.982 -0.003 -0.039 -0.007 -0.061 -0.077 -0.103
-0.195 1.000 -0.028 0.067 0.003 0.019 0.045 0.083 0.055 0.087
-0.055 -0.028 1.000 -0.065 -0.062 0.026 -0.009 0.000 -0.022 -0.110
-0.982 0.067 -0.065 1.000 0.012 0.035 0.002 0.051 0.075 0.092
-0.003 0.003 -0.062 0.012 1.000 0.125 0.168 0.163 0.165 -0.242
-0.039 0.019 0.026 0.035 0.125 1.000 0.162 0.159 0.112 -0.165
-0.007 0.045 -0.009 0.002 0.168 0.162 1.000 0.180 0.160 -0.202
-0.061 0.083 0.000 0.051 0.163 0.159 0.180 1.000 0.182 -0.231
-0.077 0.055 -0.022 0.075 0.165 0.112 0.160 0.182 1.000 -0.204
-0.103 0.087 -0.110 0.092 -0.242 -0.165 -0.202 -0.231 -0.204 1.000
Number of iterations 96
Minutes to convergence 0.66223
===============================================================================
(Reparameterized) IPEV model with closed-form, U_FUNCTION: 2
===============================================================================
MAXLIK Version 5.0.2 3/25/2023 11:46 pm
===============================================================================
return code = 2
maximum number of iterations exceeded
Mean log-likelihood -3.61396
Number of cases 2000
Covariance matrix of the parameters computed by the following method:
Inverse of computed Hessian
Parameters Estimates Std. err. Est./s.e. Prob. Gradient
------------------------------------------------------------------
PSI01 -0.0635 0.0254 -2.499 0.0124 0.0000
PSI02 0.0985 0.0170 5.787 0.0000 0.0000
PSI03 -0.1034 0.0140 -7.371 0.0000 0.0000
Alpha01 0.7348 0.0090 81.273 0.0000 -0.0001
Gamma01 2.9611 0.2143 13.816 0.0000 0.0000
Gamma02 2.4763 0.1922 12.883 0.0000 0.0000
Gamma03 2.5235 0.2060 12.249 0.0000 0.0000
Gamma04 2.4651 0.1902 12.959 0.0000 0.0000
Gamma05 2.4138 0.1873 12.887 0.0000 0.0000
Sigma 0.5289 0.0106 50.036 0.0000 -0.0001
Correlation matrix of the parameters
1.000 0.716 -0.122 0.720 0.224 0.071 -0.036 -0.034 0.148 -0.005
0.716 1.000 -0.078 0.828 0.043 -0.082 -0.106 -0.063 0.047 0.095
-0.122 -0.078 1.000 0.369 0.001 -0.034 -0.071 -0.012 0.031 -0.074
0.720 0.828 0.369 1.000 0.115 -0.023 -0.081 -0.029 0.115 0.128
0.224 0.043 0.001 0.115 1.000 0.162 0.128 0.111 0.113 -0.272
0.071 -0.082 -0.034 -0.023 0.162 1.000 0.208 0.178 0.163 -0.319
-0.036 -0.106 -0.071 -0.081 0.128 0.208 1.000 0.211 0.137 -0.293
-0.034 -0.063 -0.012 -0.029 0.111 0.178 0.211 1.000 0.131 -0.286
0.148 0.047 0.031 0.115 0.113 0.163 0.137 0.131 1.000 -0.267
-0.005 0.095 -0.074 0.128 -0.272 -0.319 -0.293 -0.286 -0.267 1.000
Number of iterations 0
Minutes to convergence 0.00000
-0.063517531
0.098470553
-0.10335285
0.73479704
2.9611443
2.4763309
2.5235164
2.4651449
2.4137710
0.52885971
6.457837e-04 3.097557e-04 -4.341600e-05 1.653691e-04 1.219972e-03 3.463343e-04 -1.881262e-04 -1.657271e-04 7.036364e-04 -1.287437e-06
3.097557e-04 2.895559e-04 -1.870136e-05 1.274345e-04 1.563545e-04 -2.685936e-04 -3.712537e-04 -2.030478e-04 1.511891e-04 1.707496e-05
-4.341600e-05 -1.870136e-05 1.966267e-04 4.683295e-05 2.380049e-06 -9.189592e-05 -2.037333e-04 -3.294639e-05 8.139050e-05 -1.098371e-05
1.653691e-04 1.274345e-04 4.683295e-05 8.174203e-05 2.237542e-04 -3.979333e-05 -1.512231e-04 -4.917505e-05 1.942730e-04 1.221820e-05
1.219972e-03 1.563545e-04 2.380049e-06 2.237542e-04 4.593485e-02 6.689359e-03 5.655877e-03 4.535907e-03 4.544115e-03 -6.153009e-04
3.463343e-04 -2.685936e-04 -9.189592e-05 -3.979333e-05 6.689359e-03 3.694673e-02 8.244137e-03 6.508560e-03 5.885545e-03 -6.470996e-04
-1.881262e-04 -3.712537e-04 -2.037333e-04 -1.512231e-04 5.655877e-03 8.244137e-03 4.244306e-02 8.251621e-03 5.304773e-03 -6.376158e-04
-1.657271e-04 -2.030478e-04 -3.294639e-05 -4.917505e-05 4.535907e-03 6.508560e-03 8.251621e-03 3.618609e-02 4.673559e-03 -5.755297e-04
7.036364e-04 1.511891e-04 8.139050e-05 1.942730e-04 4.544115e-03 5.885545e-03 5.304773e-03 4.673559e-03 3.508463e-02 -5.290404e-04
-1.287437e-06 1.707496e-05 -1.098371e-05 1.221820e-05 -6.153009e-04 -6.470996e-04 -6.376158e-04 -5.755297e-04 -5.290404e-04 1.117159e-04
===============================================================================
IPEV model with closed-form, U_FUNCTION: 3
===============================================================================
MAXLIK Version 5.0.2 3/25/2023 11:47 pm
===============================================================================
return code = 0
normal convergence
Mean log-likelihood -3.69801
Number of cases 2000
Covariance matrix of the parameters computed by the following method:
Cross-product of first derivatives
Parameters Estimates Std. err. Est./s.e. Prob. Gradient
------------------------------------------------------------------
PSI01 -5.9872 0.4390 -13.639 0.0000 0.0000
PSI02 0.1185 0.0186 6.367 0.0000 0.0000
PSI03 -0.1188 0.0183 -6.487 0.0000 0.0000
Alpha01 -0.1079 0.0514 -2.099 0.0359 0.0000
Gamma01 0.7993 0.1307 6.116 0.0000 0.0000
Gamma02 0.5999 0.1258 4.769 0.0000 0.0000
Gamma03 0.6204 0.1258 4.931 0.0000 0.0000
Gamma04 0.5976 0.1316 4.542 0.0000 0.0000
Gamma05 0.5614 0.1318 4.259 0.0000 0.0000
Sigma -0.5133 0.0226 -22.686 0.0000 0.0000
Correlation matrix of the parameters
1.000 -0.295 0.037 -0.982 -0.510 -0.590 -0.550 -0.591 -0.592 -0.465
-0.295 1.000 -0.014 0.163 0.090 0.107 0.106 0.156 0.150 0.124
0.037 -0.014 1.000 -0.156 -0.124 -0.060 -0.084 -0.078 -0.080 -0.130
-0.982 0.163 -0.156 1.000 0.524 0.595 0.555 0.590 0.593 0.453
-0.510 0.090 -0.124 0.524 1.000 0.409 0.416 0.433 0.437 0.033
-0.590 0.107 -0.060 0.595 0.409 1.000 0.449 0.470 0.439 0.118
-0.550 0.106 -0.084 0.555 0.416 0.449 1.000 0.464 0.452 0.079
-0.591 0.156 -0.078 0.590 0.433 0.470 0.464 1.000 0.487 0.062
-0.592 0.150 -0.080 0.593 0.437 0.439 0.452 0.487 1.000 0.073
-0.465 0.124 -0.130 0.453 0.033 0.118 0.079 0.062 0.073 1.000
Number of iterations 22
Minutes to convergence 0.12634
===============================================================================
(Reparameterized) IPEV model with closed-form, U_FUNCTION: 3
===============================================================================
MAXLIK Version 5.0.2 3/25/2023 11:47 pm
===============================================================================
return code = 2
maximum number of iterations exceeded
Mean log-likelihood -3.69801
Number of cases 2000
Covariance matrix of the parameters computed by the following method:
Inverse of computed Hessian
Parameters Estimates Std. err. Est./s.e. Prob. Gradient
------------------------------------------------------------------
PSI01 -5.9872 0.1796 -33.337 0.0000 0.0000
PSI02 0.1185 0.0174 6.807 0.0000 0.0000
PSI03 -0.1188 0.0162 -7.352 0.0000 0.0000
Alpha01 0.1023 0.0172 5.931 0.0000 0.0002
Gamma01 2.2239 0.1939 11.471 0.0000 0.0000
Gamma02 1.8219 0.1643 11.086 0.0000 0.0000
Gamma03 1.8597 0.1759 10.575 0.0000 0.0000
Gamma04 1.8177 0.1763 10.312 0.0000 0.0000
Gamma05 1.7531 0.1695 10.342 0.0000 0.0000
Sigma 0.5985 0.0130 46.181 0.0000 0.0000
Correlation matrix of the parameters
1.000 -0.293 -0.178 0.919 -0.270 -0.235 -0.202 -0.248 -0.230 -0.343
-0.293 1.000 -0.188 -0.022 0.170 0.100 0.120 0.170 0.154 -0.007
-0.178 -0.188 1.000 0.008 -0.066 -0.097 -0.099 -0.076 -0.087 -0.018
0.919 -0.022 0.008 1.000 -0.235 -0.228 -0.182 -0.208 -0.198 -0.329
-0.270 0.170 -0.066 -0.235 1.000 0.277 0.280 0.318 0.291 -0.224
-0.235 0.100 -0.097 -0.228 0.277 1.000 0.294 0.320 0.288 -0.229
-0.202 0.120 -0.099 -0.182 0.280 0.294 1.000 0.325 0.299 -0.239
-0.248 0.170 -0.076 -0.208 0.318 0.320 0.325 1.000 0.329 -0.245
-0.230 0.154 -0.087 -0.198 0.291 0.288 0.299 0.329 1.000 -0.236
-0.343 -0.007 -0.018 -0.329 -0.224 -0.229 -0.239 -0.245 -0.236 1.000
Number of iterations 0
Minutes to convergence 0.00000
-5.9871868
0.11846223
-0.11884748
0.10229481
2.2238740
1.8218980
1.8597096
1.8177435
1.7530537
0.59853286
3.225413e-02 -9.157898e-04 -5.160483e-04 2.847118e-03 -9.397798e-03 -6.947915e-03 -6.393464e-03 -7.865925e-03 -7.004667e-03 -7.982606e-04
-9.157898e-04 3.028419e-04 -5.281721e-05 -6.463694e-06 5.747652e-04 2.865164e-04 3.685687e-04 5.203547e-04 4.528694e-04 -1.485078e-06
-5.160483e-04 -5.281721e-05 2.613467e-04 2.116582e-06 -2.071091e-04 -2.580536e-04 -2.812142e-04 -2.164962e-04 -2.375545e-04 -3.744819e-06
2.847118e-03 -6.463694e-06 2.116582e-06 2.974970e-04 -7.874230e-04 -6.468764e-04 -5.521200e-04 -6.332592e-04 -5.800372e-04 -7.356953e-05
-9.397798e-03 5.747652e-04 -2.071091e-04 -7.874230e-04 3.758279e-02 8.822528e-03 9.531136e-03 1.085851e-02 9.574444e-03 -5.619051e-04
-6.947915e-03 2.865164e-04 -2.580536e-04 -6.468764e-04 8.822528e-03 2.700982e-02 8.497209e-03 9.265837e-03 8.023959e-03 -4.881887e-04
-6.393464e-03 3.685687e-04 -2.812142e-04 -5.521200e-04 9.531136e-03 8.497209e-03 3.092471e-02 1.008033e-02 8.899874e-03 -5.458311e-04
-7.865925e-03 5.203547e-04 -2.164962e-04 -6.332592e-04 1.085851e-02 9.265837e-03 1.008033e-02 3.107567e-02 9.824217e-03 -5.595515e-04
-7.004667e-03 4.528694e-04 -2.375545e-04 -5.800372e-04 9.574444e-03 8.023959e-03 8.899874e-03 9.824217e-03 2.873463e-02 -5.186814e-04
-7.982606e-04 -1.485078e-06 -3.744819e-06 -7.356953e-05 -5.619051e-04 -4.881887e-04 -5.458311e-04 -5.595515e-04 -5.186814e-04 1.679783e-04
===============================================================================
IPEV model with closed-form, U_FUNCTION: 4
===============================================================================
MAXLIK Version 5.0.2 3/25/2023 11:47 pm
===============================================================================
return code = 0
normal convergence
Mean log-likelihood -3.68536
Number of cases 2000
Covariance matrix of the parameters computed by the following method:
Inverse of computed Hessian
Parameters Estimates Std. err. Est./s.e. Prob. Gradient
------------------------------------------------------------------
PSI01 -0.2325 0.1469 -1.583 0.1135 0.0000
PSI02 0.1080 0.0152 7.102 0.0000 0.0000
PSI03 -0.1121 0.0151 -7.418 0.0000 0.0000
Alpha01 -1.2324 0.0566 -21.775 0.0000 0.0000
Alpha02 -0.2576 0.0284 -9.084 0.0000 0.0000
Sigma -0.5375 0.0233 -23.070 0.0000 0.0000
Correlation matrix of the parameters
1.000 0.042 -0.238 -0.899 -0.071 -0.125
0.042 1.000 -0.045 -0.345 -0.020 0.028
-0.238 -0.045 1.000 -0.031 -0.062 -0.088
-0.899 -0.345 -0.031 1.000 0.093 0.063
-0.071 -0.020 -0.062 0.093 1.000 0.643
-0.125 0.028 -0.088 0.063 0.643 1.000
Number of iterations 31
Minutes to convergence 0.07691
===============================================================================
(Reparameterized) IPEV model with closed-form, U_FUNCTION: 4
===============================================================================
MAXLIK Version 5.0.2 3/25/2023 11:47 pm
===============================================================================
return code = 2
maximum number of iterations exceeded
Mean log-likelihood -3.68536
Number of cases 2000
Covariance matrix of the parameters computed by the following method:
Inverse of computed Hessian
Parameters Estimates Std. err. Est./s.e. Prob. Gradient
------------------------------------------------------------------
PSI01 -0.2325 0.1553 -1.497 0.1343 0.0000
PSI02 0.1080 0.0152 7.124 0.0000 0.0000
PSI03 -0.1121 0.0151 -7.414 0.0000 0.0000
Alpha01 0.7084 0.0174 40.653 0.0000 0.0000
Alpha02 0.2271 0.0222 10.238 0.0000 0.0000
Sigma 0.5842 0.0137 42.786 0.0000 0.0000
Correlation matrix of the parameters
1.000 0.037 -0.235 0.911 0.171 -0.130
0.037 1.000 -0.056 0.322 -0.051 0.088
-0.235 -0.056 1.000 0.015 0.052 -0.096
0.911 0.322 0.015 1.000 0.165 -0.056
0.171 -0.051 0.052 0.165 1.000 -0.650
-0.130 0.088 -0.096 -0.056 -0.650 1.000
Number of iterations 0
Minutes to convergence 0.00000
-0.23250798
0.10804526
-0.11208330
0.70839746
0.22713179
0.58423055
2.411157e-02 8.621074e-05 -5.509454e-04 2.464650e-03 5.879519e-04 -2.746300e-04
8.621074e-05 2.299937e-04 -1.284048e-05 8.501957e-05 -1.710707e-05 1.814834e-05
-5.509454e-04 -1.284048e-05 2.285325e-04 3.977914e-06 1.757451e-05 -1.981695e-05
2.464650e-03 8.501957e-05 3.977914e-06 3.036407e-04 6.372407e-05 -1.341889e-05
5.879519e-04 -1.710707e-05 1.757451e-05 6.372407e-05 4.921625e-04 -1.968542e-04
-2.746300e-04 1.814834e-05 -1.981695e-05 -1.341889e-05 -1.968542e-04 1.864505e-04
===============================================================================
IPEV model with closed-form, U_FUNCTION: 5
===============================================================================
MAXLIK Version 5.0.2 3/25/2023 11:47 pm
===============================================================================
return code = 0
normal convergence
Mean log-likelihood -3.61543
Number of cases 2000
Covariance matrix of the parameters computed by the following method:
Cross-product of first derivatives
Parameters Estimates Std. err. Est./s.e. Prob. Gradient
------------------------------------------------------------------
PSI01 -0.0614 0.4055 -0.151 0.8797 0.0000
PSI02 0.0984 0.0172 5.719 0.0000 0.0000
PSI03 -0.1035 0.0172 -6.000 0.0000 0.0000
Alpha01 -1.3286 0.1633 -8.135 0.0000 0.0000
Gamma01 0.9454 0.0544 17.368 0.0000 0.0000
Sigma -0.6365 0.0194 -32.764 0.0000 0.0000
Correlation matrix of the parameters
1.000 -0.188 -0.055 -0.982 -0.062 -0.099
-0.188 1.000 -0.032 0.060 0.069 0.086
-0.055 -0.032 1.000 -0.065 -0.024 -0.115
-0.982 0.060 -0.065 1.000 0.058 0.089
-0.062 0.069 -0.024 0.058 1.000 -0.368
-0.099 0.086 -0.115 0.089 -0.368 1.000
Number of iterations 59
Minutes to convergence 0.24307
===============================================================================
(Reparameterized) IPEV model with closed-form, U_FUNCTION: 5
===============================================================================
MAXLIK Version 5.0.2 3/25/2023 11:47 pm
===============================================================================
return code = 2
maximum number of iterations exceeded
Mean log-likelihood -3.61543
Number of cases 2000
Covariance matrix of the parameters computed by the following method:
Inverse of computed Hessian
Parameters Estimates Std. err. Est./s.e. Prob. Gradient
------------------------------------------------------------------
PSI01 -0.0614 0.1261 -0.487 0.6264 0.0000
PSI02 0.0984 0.0323 3.051 0.0023 0.0000
PSI03 -0.1035 0.0141 -7.344 0.0000 0.0000
Alpha01 0.7352 0.0073 100.204 0.0000 -0.0001
Gamma01 2.5738 0.1117 23.044 0.0000 0.0000
Sigma 0.5291 0.0106 49.849 0.0000 0.0000
Correlation matrix of the parameters
1.000 -0.896 -0.036 0.450 -0.089 -0.124
-0.896 1.000 -0.025 -0.135 0.071 0.148
-0.036 -0.025 1.000 0.469 0.045 -0.104
0.450 -0.135 0.469 1.000 0.024 0.066
-0.089 0.071 0.045 0.024 1.000 -0.480
-0.124 0.148 -0.104 0.066 -0.480 1.000
Number of iterations 0
Minutes to convergence 0.00000
-0.061381006
0.098406641
-0.10348636
0.73515732
2.5737713
0.52912523
1.590051e-02 -3.642847e-03 -6.354717e-05 4.162232e-04 -1.255446e-03 -1.658087e-04
-3.642847e-03 1.040166e-03 -1.148845e-05 -3.202119e-05 2.553179e-04 5.078434e-05
-6.354717e-05 -1.148845e-05 1.985609e-04 4.845398e-05 7.018278e-05 -1.549409e-05
4.162232e-04 -3.202119e-05 4.845398e-05 5.382600e-05 1.970634e-05 5.135334e-06
-1.255446e-03 2.553179e-04 7.018278e-05 1.970634e-05 1.247456e-02 -5.684902e-04
-1.658087e-04 5.078434e-05 -1.549409e-05 5.135334e-06 -5.684902e-04 1.126678e-04
===============================================================================
IPEV model with closed-form, U_FUNCTION: 6
===============================================================================
MAXLIK Version 5.0.2 3/25/2023 11:48 pm
===============================================================================
return code = 0
normal convergence
Mean log-likelihood -3.69956
Number of cases 2000
Covariance matrix of the parameters computed by the following method:
Cross-product of first derivatives
Parameters Estimates Std. err. Est./s.e. Prob. Gradient
------------------------------------------------------------------
PSI01 -6.0048 0.4373 -13.732 0.0000 0.0000
PSI02 0.1185 0.0186 6.387 0.0000 0.0000
PSI03 -0.1191 0.0183 -6.506 0.0000 0.0000
Alpha01 -0.1060 0.0512 -2.071 0.0384 0.0000
Gamma01 0.6445 0.0957 6.738 0.0000 0.0000
Sigma -0.5122 0.0225 -22.717 0.0000 0.0000
Correlation matrix of the parameters
1.000 -0.289 0.041 -0.982 -0.758 -0.464
-0.289 1.000 -0.017 0.158 0.159 0.123
0.041 -0.017 1.000 -0.160 -0.116 -0.136
-0.982 0.158 -0.160 1.000 0.765 0.452
-0.758 0.159 -0.116 0.765 1.000 0.096
-0.464 0.123 -0.136 0.452 0.096 1.000
Number of iterations 42
Minutes to convergence 0.13544
===============================================================================
(Reparameterized) IPEV model with closed-form, U_FUNCTION: 6
===============================================================================
MAXLIK Version 5.0.2 3/25/2023 11:48 pm
===============================================================================
return code = 2
maximum number of iterations exceeded
Mean log-likelihood -3.69956
Number of cases 2000
Covariance matrix of the parameters computed by the following method:
Inverse of computed Hessian
Parameters Estimates Std. err. Est./s.e. Prob. Gradient
------------------------------------------------------------------
PSI01 -6.0048 0.1565 -38.380 0.0000 0.0000
PSI02 0.1185 0.0178 6.640 0.0000 0.0000
PSI03 -0.1191 0.0155 -7.699 0.0000 0.0000
Alpha01 0.1006 0.0146 6.902 0.0000 0.0003
Gamma01 1.9051 0.0999 19.061 0.0000 0.0000
Sigma 0.5992 0.0126 47.645 0.0000 0.0000
Correlation matrix of the parameters
1.000 -0.414 -0.121 0.881 -0.365 -0.326
-0.414 1.000 -0.077 -0.079 -0.046 0.147
-0.121 -0.077 1.000 0.143 0.022 -0.137
0.881 -0.079 0.143 1.000 -0.394 -0.277
-0.365 -0.046 0.022 -0.394 1.000 -0.331
-0.326 0.147 -0.137 -0.277 -0.331 1.000
Number of iterations 0
Minutes to convergence 0.00000
-6.0048073
0.11850821
-0.11913692
0.10061954
1.9050550
0.59920569
2.447876e-02 -1.155675e-03 -2.922958e-04 2.010412e-03 -5.711105e-03 -6.421556e-04
-1.155675e-03 3.185826e-04 -2.122747e-05 -2.045045e-05 -8.190112e-05 3.290137e-05
-2.922958e-04 -2.122747e-05 2.394684e-04 3.222492e-05 3.365100e-05 -2.671951e-05
2.010412e-03 -2.045045e-05 3.222492e-05 2.125570e-04 -5.742656e-04 -5.073259e-05
-5.711105e-03 -8.190112e-05 3.365100e-05 -5.742656e-04 9.988838e-03 -4.159368e-04
-6.421556e-04 3.290137e-05 -2.671951e-05 -5.073259e-05 -4.159368e-04 1.581650e-04