Simulation using fminunc: how to move to a next repetition when fminunc gives the following mistake "Input to ROOTS must not contain NaN or Inf"
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[EDIT: 20110721 12:40 CDT - reformat - WDR]
Hi, I'm new to Matlab. I am trying to do simulation of ordered probit with 100 repetitions (reps=100) (see below). At some point I get a bad draw in the error when creating ystar, and the "fminunc" stops with the following error "Input to ROOTS must not contain NaN or Inf". How can I ignore this error and move on to the next repetition?
Many thanks, Yevgeniya
while i<=reps;
ystar= FEind*betaind+FEtime*betatime+X*beta+randn(n,1);
y=zeros(n,1);
f0=find(ystar<=0);
f1=find(ystar>0 & ystar<=c1);
f2=find(ystar>c1 & ystar<=c2);
f3=find(ystar>c2 & ystar<=c3);
f4=find(ystar>c3);
y(f0)=1; %simulate categories
y(f1)=2;
y(f2)=3;
y(f3)=4;
y(f4)=5;
clear f0 f1 f2 f3 f4;
start0=[1 1 ones(t+indiv-2,1)' 1 2 3 ]';
data=[X FEtime FEind];
n=length(y); %# of observations
f1=find(y==1);
f2=find(y==2);
f3=find(y==3);
f4=find(y==4);
f5=find(y==5);
opts = optimset ('Display','iter','TolX',1e-15,'TolFun',1e-15,'MaxIter',2000,'MaxFunEvals',1000000);
[param,fval] = fminunc(@(start)OP_LikPan(data,f1,f2,f3,f4,f5,k,t,indiv,start),start0,opts);
param_rep(i,:)=param';
i=i+1;
end;
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