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st: a problem on convergence of mle
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.
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