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Re: st: frontier command and iteration problem


From   "Dev Vencappa" <lexdvv@nottingham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: frontier command and iteration problem
Date   Mon, 21 Jun 2004 17:12:16 +0100

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.

Dev









>>> baum@bc.edu 06/21/04 04:40pm >>>
Almost 26,000 ado-files were downloaded from SSC in May, representing 
the efforts of 141 members of the Stata user community. The details:

        npkghit                     author            package
   1.    336.00              David Roodman           XTABOND2
   2.    286.67               Edwin Leuven           PSMATCH2
   3.    286.67            Barbara Sianesi           PSMATCH2
   4.    263.00           John Luke Gallup             OUTREG
   5.    210.71        Sophia Rabe-Hesketh             GLLAMM
   6.    202.00            Nicholas J. Cox             WINSOR
   7.    184.50            Nicholas J. Cox             LEVELS
   8.    171.50            Steven Stillman             IVREG2
   9.    171.50         Christopher F Baum             IVREG2
  10.    171.50            Mark E Schaffer             IVREG2
  11.    164.00                   Ben Jann             ESTOUT
  12.    130.00           Richard Sperling           WNTSTMVQ
  13.    130.00         Christopher F Baum           WNTSTMVQ
  14.    128.00               Patrick Joly             JOHANS
  15.    128.00                 Fred Wolfe               QSIM
  16.    128.00             Charles Morris             JOHANS
  17.    128.00               Ken Heinecke             JOHANS
  18.    120.00         Stephen P. Jenkins           INEQDECO
  19.    117.00           Fabian Bornhorst             IPSHIN
  20.    117.00         Christopher F Baum             IPSHIN
  21.    114.50              Enzo Coviello           STKERHAZ
  22.    113.50         Christopher F Baum             MVSUMM
  23.    113.50            Nicholas J. Cox             MVSUMM
  24.    112.57               Patrick Joly             VECECM
  25.    105.00            Nicholas J. Cox           WHITETST
  26.    105.00         Christopher F Baum           WHITETST
  27.    103.00              David Roodman               ABAR
  28.     98.09            Nicholas J. Cox            TAB_CHI
  29.     96.00            Joseph Harkness     IVPROB-IVTOBIT
  30.     96.00              J. Scott Long            FITSTAT
  31.     96.00         Christopher F Baum           LEVINLIN
  32.     96.00           Fabian Bornhorst           LEVINLIN
  33.     96.00              Jeremy Freese            FITSTAT
  34.     94.50             Silvia Montoya           GINIDESC
  35.     94.50               Roger Aliaga           GINIDESC
  36.     93.00          Gregorio Impavido                JB6
  37.     93.00               J. Sky David                JB6
  38.     92.38               Patrick Joly             VARLAG
  39.     91.00            Nicholas Oulton           PANTEST2
  40.     90.20         Christopher F Baum              VECAR
  41.     86.67              Enzo Coviello           STCOMPET
  42.     85.00          Jens M. Lauritsen           VENNDIAG
  43.     84.00            Steven Stillman             OVERID
  44.     84.00            Mark E Schaffer             OVERID
  45.     84.00              Vince Wiggins             OVERID
  46.     84.00                 Rory Wolfe             OMODEL
  47.     84.00         Christopher F Baum             OVERID
  48.     82.67         Christopher F Baum           OMNINORM
  49.     80.00              Vince Wiggins             BPAGAN
  50.     80.00         Christopher F Baum             BPAGAN
  51.     79.00            Nicholas J. Cox             MATMAP
  52.     78.00         Christopher F Baum            XTTEST2
  53.     73.50           Antoine Terracol             OUTTEX
  54.     73.00         Christopher F Baum             BGTEST
  55.     73.00              Vince Wiggins             BGTEST
  56.     72.75         Christopher F Baum             VECAR6
  57.     72.75               Patrick Joly             VECAR6
  58.     69.00         Christopher F Baum            IVENDOG
  59.     69.00              Adrian Mander                IPF
  60.     69.00            Mark E Schaffer            IVENDOG
  61.     69.00            Steven Stillman            IVENDOG
  62.     68.00         Christopher F Baum            HADRILM
  63.     66.50            Vincent Kang Fu            GOLOGIT
  64.     66.00         Christopher F Baum          MADFULLER
  65.     65.00         Christopher F Baum             IVGMM0
  66.     65.00           David M. Drukker             IVGMM0
  67.     61.00         Christopher F Baum           ARIMAFIT
  68.     61.00              Vince Wiggins           HECKMAN2
  69.     61.00         Christopher F Baum            XTTEST3
  70.     60.50            Nicholas J. Cox            CATPLOT
  71.     59.49            Nicholas J. Cox           EGENMORE
  72.     59.33         Christopher F Baum          PANELUNIT
  73.     58.50            Nicholas J. Cox          TABLEPLOT
  74.     58.00           Michael Mitchell                XI3
  75.     58.00            Philip B. Ender                XI3
  76.     58.00           Fabian Bornhorst            NHARVEY
  77.     58.00         Christopher F Baum            NHARVEY
  78.     58.00               Roger Newson            PARMEST
  79.     57.00           Antoine Terracol              SUTEX
  80.     56.57         Christopher F Baum          PANELAUTO
  81.     56.00         Stephen P. Jenkins            POVDECO
  82.     54.00              Vince Wiggins           OVERIDXT
  83.     54.00            Steven Stillman           OVERIDXT
  84.     54.00          Gregorio Impavido                 JB
  85.     54.00         Christopher F Baum           OVERIDXT
  86.     54.00               J. Sky David                 JB
  87.     53.00          Philippe Van Kerm            POVERTY
  88.     53.00            Nicholas J. Cox            TABPLOT
  89.     52.00            Nicholas J. Cox           KERNREG2
  90.     52.00   Isaias H. Salgado-Ugarte           KERNREG2
  91.     52.00              Toru Taniuchi           KERNREG2
  92.     52.00            Nicholas J. Cox           EXTREMES
  93.     51.33         Stephen P. Jenkins           MVPROBIT
  94.     51.33         Lorenzo Cappellari           MVPROBIT
  95.     51.00          Philippe Van Kerm           INEQUAL7
  96.     50.00               Ken Heinecke            MLCOINT
  97.     48.67            Nicholas J. Cox           CIRCULAR
  98.     47.00         Jesper B. Sorensen            STPIECE
  99.     46.00              Toru Taniuchi           KERNREG1
100.     46.00              Jeroen Weesie            HAUSMAN
101.     46.00                 Xavi Ramos           KERNREG1
102.     46.00   Isaias H. Salgado-Ugarte           KERNREG1
103.     46.00              Jeroen Weesie              WHITE
104.     45.00            Thomas Steichen            CONCORD
105.     45.00            Nicholas J. Cox            CONCORD
106.     45.00               Patrick Joly             GCAUSE
107.     45.00           Richard Sperling              DFGLS
108.     45.00         Christopher F Baum              DFGLS
109.     44.00            Nicholas J. Cox            KEYPLOT
110.     43.50           Jonah B. Gelbach           PROBITIV
111.     43.00         Christopher F Baum   PROBEXOG-TOBEXOG
112.     42.67              Adrian Mander             HAPIPF
113.     42.00             Dan Blanchette           SHORTDIR
114.     41.00         Christopher F Baum               KPSS
115.     41.00               Roger Newson            LISTTEX
116.     41.00                Nick Winter              MKTAB
117.     40.00             Dan Blanchette         CONFIRMDIR
118.     40.00         Christopher F Baum           ZANDREWS
119.     39.00             Dan Blanchette             TMPDIR
120.     39.00         Stephen P. Jenkins           INEQDEC0
121.     38.00            Thomas Steichen               DUPS
122.     38.00              Mike Bradburn           METAAGGR
123.     38.00                Doug Altman           METAAGGR
124.     38.00              Nicola Orsini              ROCSS
125.     38.00            Nicholas J. Cox               DUPS
126.     38.00            Thomas Steichen           METAAGGR
127.     38.00                  Jon Deeks           METAAGGR
128.     38.00              Matteo Bottai              ROCSS
129.     38.00            Nicholas J. Cox           ADJACENT
130.     37.00            Nicholas J. Cox                 FS
131.     37.00            Nicholas J. Cox               HBAR
132.     37.00          Jens M. Lauritsen            PYRAMID
133.     36.50           Antoine Terracol          TRIPROBIT
134.     36.00            Nicholas J. Cox              HPLOT
135.     36.00            Mark E Schaffer          IVHETTEST
136.     35.50             John Hendrickx                MCL
137.     35.50            Nicholas J. Cox            TRIPLOT
138.     35.00          Philippe Van Kerm           INEQUAL2
139.     34.00              Vince Wiggins             ARCHLM
140.     34.00               Markus Gangl            RBOUNDS
141.     34.00              Jeroen Weesie                IIA
142.     34.00         Christopher F Baum           BETACOEF
143.     34.00              Vince Wiggins               REG3
144.     34.00         Christopher F Baum             ARCHLM
145.     33.67                 Ian Watson             DECOMP
146.     33.00           John Luke Gallup            OUTREG5
147.     33.00                  Paul Seed            XTGRAPH
148.     32.00         Stephen P. Jenkins           GLCURVE7
149.     32.00            Nicholas J. Cox           CATENATE
150.     32.00           Jonah B. Gelbach            TOBITIV
151.     32.00          Philippe Van Kerm           GLCURVE7
152.     31.50            Nicholas J. Cox            ORDPLOT
153.     31.43             Dan Blanchette             USESAS
154.     31.00            Nicholas J. Cox             CIPLOT
155.     31.00             Joseph Coveney         VANELTEREN
156.     31.00              David Clayton            HOTDECK
157.     31.00          Philippe Van Kerm                MCA
158.     31.00              Adrian Mander            HOTDECK
159.     31.00         Stephen P. Jenkins             SPSURV
160.     30.43             Dan Blanchette            SAVASAS
161.     30.00            Nicholas J. Cox           STRPARSE
162.     30.00         Christopher F Baum           OUTTABLE
163.     30.00            Michael Blasnik           STRPARSE
164.     30.00         Christopher F Baum              BKING
165.     30.00                 Ian Watson              LATAB

(remaining 590 entries suppressed, but included in computations below)

                         author    npkghit
   1.           Nicholas J. Cox    3815.00
   2.        Christopher F Baum    2619.52
   3.             Vince Wiggins     569.00
   4.              Roger Newson     546.83
   5.        Stephen P. Jenkins     515.00
   6.              Patrick Joly     477.71
   7.             David Roodman     462.50
   8.           Steven Stillman     404.50
   9.           Mark E Schaffer     360.50
  10.           Thomas Steichen     328.40
  11.          John Luke Gallup     313.00
  12.              Edwin Leuven     305.67
  13.             Enzo Coviello     299.17
  14.                Fred Wolfe     298.67
  15.           Barbara Sianesi     286.67
  16.               Jan Brogger     285.60
  17.          Fabian Bornhorst     271.00
  18.             Adrian Mander     253.67
  19.               Nick Winter     243.28
  20.         Philippe Van Kerm     237.00
  21.            Dan Blanchette     231.86
  22.       Sophia Rabe-Hesketh     226.71
  23.         Gregorio Impavido     215.00
  24.           Patrick Royston     211.87
  25.          Richard Sperling     206.00
  26.                  Ben Jann     185.50
  27.          Antoine Terracol     184.00
  28.           Michael Blasnik     183.00
  29.              Ken Heinecke     178.00
  30.             Jeroen Weesie     177.00
  31.         Jens M. Lauritsen     173.00
  32.             Zhiqiang Wang     162.00
  33.              J. Sky David     147.00
  34.             Herve M. Caci     133.00
  35.            Charles Morris     128.00
  36.           Joseph Harkness     124.00
  37.         Joanne M. Garrett     123.00
  38.            John Hendrickx     122.30
  39.              Joseph Hilbe     114.83
  40.               Philip Ryan     114.00
  41.  Isaias H. Salgado-Ugarte     110.40
  42.             Toru Taniuchi      98.00
  43.       Stanislav Kolenikov      97.00
  44.             J. Scott Long      96.00
  45.             Jeremy Freese      96.00
  46.          William W. Gould      94.67
  47.              Roger Aliaga      94.50
  48.            Silvia Montoya      94.50
  49.                Rory Wolfe      94.00
  50.             Ulrich Kohler      91.50
  51.           Nicholas Oulton      91.00
  52.              Bill Sribney      84.33
  53.           Philip B. Ender      82.00
  54.             Nicola Orsini      79.00
  55.          Jonah B. Gelbach      75.50
  56.                Ian Watson      71.67
  57.                 Paul Seed      71.50
  58.                Tony Brady      71.00
  59.             Matteo Bottai      70.00
  60.           Vincent Kang Fu      66.50
  61.          David M. Drukker      65.00
  62.          Michael Mitchell      58.00
  63.              Mario Cleves      56.00
  64.              Gary Longton      55.00
  65.            David E. Moore      55.00
  66.             Eileen Wright      52.10
  67.        Lorenzo Cappellari      51.33
  68.            Fred Zimmerman      49.50
  69.      Jean-Benoit Hardouin      49.00
  70.          Abdel G. Babiker      48.00
  71.              D. H. Judson      47.33
  72.        Jesper B. Sorensen      47.00
  73.                Xavi Ramos      46.00
  74.            Joseph Coveney      45.00
  75.            Aurelio Tobias      44.00
  76.          Guy D. van Melle      44.00
  77.              Paul H. Bern      44.00
  78.        Joao Pedro Azevedo      42.50
  79.               Bill Rising      41.00
  80.               Doug Altman      38.00
  81.             Mike Bradburn      38.00
  82.                 Jon Deeks      38.00
  83.              Markus Gangl      34.00
  84.           Jesper Sorensen      33.67
  85.              David Kantor      32.90
  86.   Jose Maria Sanchez Saez      32.00
  87.             Peter Sasieni      31.67
  88.             David Clayton      31.00
  89.              Aijing Shang      28.00
  90.             Michael Hills      27.40
  91.               Jisheng Cui      26.00
  92.           John R. Gleason      26.00
  93.          Lee E. Sieswerda      25.00
  94.             Glenn Hoetker      25.00
  95.               Jeph Herrin      25.00
  96.      Anders Alexandersson      24.67
  97.       Desmond E. Williams      24.00
  98.          Richard Williams      24.00
  99.               Eduard Pelz      24.00
100.            Kenneth Higbee      23.00
101.           Jonathan Sterne      21.00
102.                John Moran      21.00
103.            Kevin McKinney      20.00
104.             Phil Bardsley      20.00
106.              Allen Buxton      19.00
107.                  P.T.Seed      18.00
108.                 Mark Lunt      18.00
109.           Sean F. Reardon      18.00
110.         George M. Hoffman      17.00
111.                Svend Juul      17.00
112.                Tairi Room      15.00
113.             Hung-Jen Wang      15.00
114.      Kim Lyngby Mikkelsen      15.00
115.          Joshua H. Sarver      14.00
116.               Dean Judson      13.50
117.             Svend Kreiner      13.00
118.            Makoto Shimizu      12.40
119.      Roberto G. Gutierrez      12.00
120.               John Carlin      12.00
121.           Steffen Kuehnel      11.00
122.         Richard Goldstein      11.00
123.            Gero Lipsmeier      11.00
124.              Philip Price      10.60
125.               Al Feiveson      10.50
126.       W. Dale Plummer Jr.      10.00
127.             Stephen Soldz      10.00
128.         William D. Dupont      10.00
129.              Eric Zbinden       9.00
130.            Hilde Schaeper       9.00
131.              James Hardin       9.00
132.           Henrik Stovring       8.00
133.           James W. Hardin       8.00
134.            Frauke Kreuter       7.50
135.           E. Paul Wileyto       7.33
136.                Ross Odell       7.00
137.            R. Allan Reese       6.33
138.       Bear F. Braumoeller       5.67
139.                   Ning Li       2.67
140.            John B. Carlin       2.67
141.            Carolyn Coffey       2.67

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