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Re: st: How to avoid a break down when convergence is not achieved?


From   Tim Wade <wadetj@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to avoid a break down when convergence is not achieved?
Date   Tue, 31 Jan 2006 11:32:56 -0500

Ben, check out the combination of -capture- and -noisily-, or the
nostop option of the -do- command, these might help.

On 1/31/06, Benjamin M. Craig, Ph.D. <craig@pharmacy.arizona.edu> wrote:
> For those who use ML or any difficult optimum estimator, convergence can
> break down for multiple reasons (e.g., poor initial conditions or
> multicollinearity in a bootstrap sample). When it does, stata stops.
>
> Is there a way of convincing stata to make a note and keep going?
>
> In other words, can ML report an error in a manner which can be
> identified without disabling the batch code?
>
> For example, suppose I created a do loop through a five sets of initial
> conditions such that if one set of conditions does not converge, the
> others might. Or, to see whether each set arrives at the same optimum.
> Currently this is not possible, because when "convergence not achieved;"
> r(430), the batch stops running. This is a real annoyance for lazy
> people like me who would like to run code over nights, weekends, etc.,
> instead of setting up appropriate initial conditions.
>
> Cheers,
> Ben
>
>
>
> Nick Cox wrote:
> > Know that that comment has been filed mentally for future
> > reference. This is an automated response.
> >
> > Nick
> > n.j.cox@durham.ac.uk
> >
> > Fred Wolfe
> >
> >
> >>>Woops, I forgot to change the subject to something meaningful...
> >
> >
> >
> >>Lucky that Nick wasn't around!
> >
> >
> >
> > Michael Blasnik
> >
> >
> >>>>Please read the faq for Statalist -- you violated three or
> >>
> >>more guidelines:
> >>
> >>>>1)  You re-used the subject line from a different thread.
> >
> >
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