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st: Pgmhaz - Convergence


From   "Vartia, Niini" <Niini.Vartia@iue.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Pgmhaz - Convergence
Date   Fri, 27 Feb 2004 14:50:44 +0100

Hi!
 
I am using the Jenkins pgmhaz procedure to estimate a discrete time non-parametric proportional hazard model.
I would like to ask about the estimation of the second model. During the iteration process I have received different messages: unproductive step attempted and nonconcave function encountered, but in the end the convergence has been achieved. However, when I run a slightly different specification I now receive the following error message: pgm_ll does not compute a continuos nonconstant function/ could not calculate numerical derivatives. Does this imply that there was no convergence? What is the best way to proceed in such case? 
 
Thank you in advance,
 
Laura Vartia

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