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st: a problem on convergence of mle

From   "Jian Zhang" <>
Subject   st: a problem on convergence of mle
Date   Mon, 16 Oct 2006 16:37:46 -0700 (PDT)

Dear Statalisters,

I am maximizing a log likelihood function using stata ml commands.  But it doesn't converge.
I just wonder if you have met this unconvergence problem before.  What are the reasons for this 
problem?  Are there any ways to get around this?  One reason I could guess for my problem is 
that maybe I just have too  many dummies in my regression.  But I don't quite understand why 
dummies would cause this problem.  Any comments and suggestions would be really 
appreciated.  Many thanks. 

Best regards,
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