[R] Error: Gradient function might be wrong - check it! OPTMX

[Olu Ola]

Hello,
I am trying to estimate a non-linear GMM in R using Optimx. However, when I do the start test to compare my analytical gradient with the numerical gradient, I get the following error message

Error: Gradient function might be wrong - check it!

Below are the print out of my analytical and numerical gradient. They are close to an extent and I want to use my analytical gradient. The first column is the analytical gradient while the second column is the numerical gradient

                     numgrad
 [1,]   -9862.118   -9862.103
 [2,]  -20855.001  -20854.985
 [3,]  -12277.764  -12277.767
 [4,]    3332.864    3332.865
 [5,]    3562.808    3562.804
 [6,]  -14971.913  -14971.915
 [7,]   27394.457   27394.451
 [8,]  -15634.531  -15634.532
 [9,]  -16893.399  -16893.402
[10,]   -1330.469   -1330.468
[11,]   16877.994   16877.991
[12,]   -9406.643   -9406.643
[13,]  -40451.881  -40451.881
[14,]  -48052.941  -48052.944
[15,]  -29997.114  -29997.116
[16,]   34546.011   34546.002
[17,]  -65540.191  -65540.200
[18,]  -24400.970  -24400.972
[19,]  -26655.760  -26655.760
[20,]  -59128.576  -59128.576
[21,]  -40026.926  -40026.931
[22,]  -34780.662  -34780.655
[23,] -119284.474 -119284.473
[24,]   22336.013   22336.025
[25,]  -40665.139  -40665.139
[26,]  -21596.959  -21596.959
[27,]  -33859.274  -33860.747
[28,]  -30536.938  -30539.807
[29,]  -95411.022  -95416.182
[30,]  -33016.450  -33018.690
[31,]  -90052.772  -90059.612
[32,]    8008.684    8009.342
[33,]  -45084.823  -45086.720
[34,]  -34071.584  -34074.802
[35,] -259960.860 -259990.135
[36,]  -69986.472  -69990.537
[37,]   24870.530   24874.012

The code for my optimization is as follows:


nlgmm = optimx(par=b0, fn=obj,gr=gra, method ="BFGS", itnmax=10000, control=list(follow.on = TRUE,usenumDeriv=FALSE,kkttol=10,starttests=TRUE, save.failures=TRUE, trace=0))

Is there a way to turn off the gradient check? this is because if I do not run the start test, it will still eventually display the error message. Any help to cross this bridge will be greatly appreciated.

Thank you