cmp error 3300 for fitting full model

[Victor Villa]

Dear Statalists,

I am trying to run the cmp model command, but Stata continuously gives an error. I read that some problems could be related to the Stata version, however, I have a 14.2 Stata version which is relatively new. We tried also using Stata 15.1 and Stata 16 (for students) and it is still not working. However, a colleague of ours with Stata 16 was able to perfectly run the command.

Looking on Statalist, the only post which was talking about this error was referring to a possible bug related to CMP command.

This is the code that I am running, it gives regression estimates but is not completing the fitting full model:

cmp setup 

eststo mix: cmp  ///
            (fi: new_meal_freq_sum = anom_tmax9_POS ihs_vio_pres i.quarter#i.year i.N_States_ID || grid_id: )  ///
            (con: ihs_vio_fut= new_meal_freq_sum anom_tmax9_POS ihs_vio_pres i.quarter#i.year i.N_States_ID || grid_id:)  ///
            , ind($cmp_cont $cmp_cont) difficult technique(dfp) ghkdraws(33, type(halton) anti) nolrtest

The error that Stata gives is the follwoing:

Fitting full model.
J(): 3300 argument out of range
cmp_model::cmp_init(): - function returned error
<istmt>: - function returned error
Mata run-time error

I have tried to look at it more specifically using "set trace on" and this is wait Stata gives:

 - mata moptimize_init_userinfo($ML_M, 1, &_mod)
            = mata moptimize_init_userinfo(_MLM1, 1, &_mod)
            - mata _mod.cmp_init($ML_M)
            = mata _mod.cmp_init(_MLM1)
                     J():  3300  argument out of range
   cmp_model::cmp_init():     -  function returned error
                 <istmt>:     -  function returned error
              capture noisily `mlmaxcmd' noclear `this_mlopts' `iterate'
              if _rc==1400 {

and again:

   - exit
          ------------------------------------------------------------------------------------------------------------------------------------------------------------------------- end ml ---
        -------------------------------------------------------------------------------------------------------------------------------------------------------------------- end cmp_clear ---
      - error `rc'
      = error 3300
Mata run-time error
        }
      ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------- end cmp ---
      }

Does anyone know how to solve this problem ?

Thank you very much in advance !

[David Roodman]

For the record, the underlying issue was that the group variable group_id had some missing values. Version 8.7.1 of cmp handles this situation better, by dropping those observations.