THE STANDARD ERRORS OF THE MODEL PARAMETER ESTIMATES MAY NOT BE TRUSTWORTHY FOR SOME PARAMETERS DUE TO A NON-POSITIVE DEFINITE FIRST-ORDER DERIVATIVE PRODUCT MATRIX. THIS MAY BE DUE TO THE STARTING VALUES BUT MAY ALSO BE AN INDICATION OF MODEL NONIDENTIFICATION. THE CONDITION NUMBER IS 0.931D-12. PROBLEM INVOLVING PARAMETER 181.
n = 8,605
The parameter identified in the warning is a threshold, which is estimated to be identical to its neighbour (i.e. the model estimates that there's an empty cell in one indicator category, in one class). May sparseness of information be the problem?
The problem does not appear to be due to a particular covariate; it occurs as soon as I enter more than two covariates, whatever they are.
I'd really appreciate any help if someone has an idea.