MATLAB: Sticky information model, fmincon function

dsgefminconsticky information

Hey, I am using Reis (2009) model, and I just replicate his results using his data. Starting with the SIBE folder, to first get the mode of the posterior distribution with the SIGE_mode: I get the following errors (matlab 2015a):
    Warning: R-square and the F statistic are not well-defined unless X has a column of ones.
    Type "help regress" for more information. 
    > In regress (line 164)
      In SIGE_mode (line 33) 
    Subscripted assignment dimension mismatch.
    Error in SIGEv (line 32)
    Omega(:,1:5)=PHI;
    Error in SIGEloglik (line 44)
    V=SIGEv(ma_m,ma_a,ma_g,ma_nu,ma_gam,Sigma);
    Error in SIGEpost (line 25)
    L = SIGEloglik(pars)'; % Minus Log-likelihood
    Error in fmincon (line 534)
          initVals.f = feval(funfcn{3},X,varargin{:});
    Error in SIGE_mode (line 67)
    [Mode fval a b c d hess] = ...
    Caused by:
        Failure in initial user-supplied objective function evaluation. FMINCON cannot continue.
How should I fix this?? thanks for your help Houda

Best Answer

I see it now; I am not sure why I could not find it earlier.
The code in SIGEv has a bug unless N (the number of periods, configured in SIGE_mode) is less than or equal to T (the number of rows in the input data, read in SIGE_mode). You will need to reduce N (currently 100) to something <= 75
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