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RE: st: ml check shows errors but ml maximize works


From   "FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)" <alan.h.feiveson@nasa.gov>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: ml check shows errors but ml maximize works
Date   Thu, 26 May 2005 11:23:53 -0500

Jeff - I encountered this when I referred to the iteration counter $ML_ic in
my .ado program. Apparently this global doesn't exist at -ml check- time.
However when I run the program without the -ml check- command it worked. I
don't know if this is the sort of thing that Alita had in her program.

Al Feiveson

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of
jpitblado@stata.com
Sent: Thursday, May 26, 2005 10:20 AM
To: statalist@hsphsun2.harvard.edu; Alita Nandi
Subject: Re: st: ml check shows errors but ml maximize works

Alita Nandi <alita.nandi@chrr.ohio-state.edu> is getting an error message
from -ml check- when -ml max- would otherwise produce estimation results:

> --ml check-- gives the error message "cannot find feasible values" 
> when it is testing to see whether the likelihood evaluator (the 
> program that I have written to calculate the log-likelihood) works or 
> not. But when I run --ml
> maximize-- without running --ml check-- before it, the maximization 
> works and I get the estimates. By using --ml search-- before --ml 
> maximize-- I get the same estimates. What I want to know is whether it 
> is possible for --ml check-- to show that there are problems with my 
> likelihood evaluator even if there is none. If not, what kind of 
> errors in my programming (or perhaps the data set) may cause this 
> discrepancy? I have not written the program code in this email so as 
> not to clutter it. But please let me know if it is necessary to see 
> the program code in order to be able to provide answers to my questions
and I will do so.
> 
> I am running Intercooled STATA Version 8 on Windows.

We are confident that the results from -ml max- are reasonable; however, we
are unable to reproduce the problem with -ml check- that Alita mentions.

If Alita will send me the likelihood evaluator and a dataset with a log that
show the steps that result in the error message, we will look into this and
report on what we find.

--Jeff
jpitblado@stata.com
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