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Re: st: frontier command and iteration problem.
Sorry, my message missed the first two lines. I am sending it again.
I am using the following frontier command specifying some starting values:
frontier lnva lntoe lnshcap lndcap if(europe==1), distribution(tnormal) from(lntoe=0.4 lnshcap=0.2 lndcap=0.3)
For some reason, I am stuck with thousands of iteration at the same log-likelihood value with a message (not concave) and this goes on and on for hours. I have referrred to the manual and understood that specifying the difficult option might help, but it's not. I have tried the gradient option as well, but isn't helpful either. The worrying thing is that I have a friend who is running the same command on his laptop using the same dataset, and his process converges after 24 iterations. The 23rd and 24th iteration have the same value, which I believe, should, at this point stop the convergence and produce the results. But the 25th and all other iterations are taking the same value as the 24th iteration, and producing the same message "(not concave)"
The only difference between me and my friend is I am using stata version 8.2 and he is using version 8.0. I tried running it under version 8.0 as well, but in vain. Can anybody please help in explaining what could be causing the problem? Could it be down to PC capabilities or some setting within my PC? I am operating stata under windows 98.
Many thanks for your help.
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