initial values not feasible r(1400);

[Jasmine AL]

Good Afternoon,

I am new at Mata but a good user of Stata.

I want to make a GMM with 15 independent variables and 1 dependent.

Problem is that, I have change values of 15 independent variables; so I have 30 independent ones. I have to put in 15 of them. For example X and changeX must not be in the equation at the same time.

First I declared all 30 in stata,

Then

mata

optimize_init_argument(S, 1, X)
CTS =st_data(.,.)
BR=st_data(.,.)
W=cholinv(X'X)
init=J(1,cols(X),0)
S=optimize_init()
optimize_init_evaluator(S, &i_crit())
optimize_init_which(S,"min")
optimize_init_evaluatortype(S,"d0")
optimize_init_params(S,init)
p=optimize(S)

And I receive

initial values not feasible
r(1400);

Please help me.

Thank you in regards,

[Sebastian Kripfganz]

The problem probably lies somewhere in your i_crit() function. Also, a d0 evaluator might not be appropriate if you are doing GMM; q0 might be more appropriate.