Yes, I know the model hasn't been properly identified. I'm still in the process of experimenting some variation in the non-recursive identification restrictions to see if ms shock, md shock, and e/r shock can be identified. At this stage, I need to obtain correct coefficient estimates (with expected sign and reasonable magnitudes) and their standard errors for each trial.
Yet I found it sometimes is impossible to obtain the standard errors for those coefficient estimates which were found most reasonable by doing more piters in the earlier estimation. When I switch to use the instruction "cvmodel(parmset=kimroubi,pmethod=genetic,piters=100,iters=2000,factor=afactor) vmat ab", RATs gave different coefficient estimates (although the signs remain unchanged, the magnitudes are different) from that using cvmodel(parmset=kimroubi,pmethod=genetic,piters=1000,iters=2000,factor=afactor) vmat ab". But I still want RATs to deliver the same coefficient estimates which I obtained with the latter instruction together with the associated standard errors. This is the problem I met. Could you please give some advice to solve this problem?