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st: Pgmhaz - Convergence
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,
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