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st: Loop with ML estimations
I have run into problems with an ML estimation. I have both problems
with "ml search" as well as with non-convergence: "ml search" simply
cannot not find suitable initial conditions (even after specifying a
range) and when I indicate initial conditions myself, I either get the
error message "could not calculate numerical derivatives missing values
encountered r(430);" or some of the parameter estimates are missing.
What I now want to do is to have loops with "ml model ...,
init(parameter1:_cons = `a' parameter2:_cons = `b' ...) maximize" where
I systematically go through a grid of various initial conditions
specified as `a', `b' and so on.
The problem, however, is that as soon as ml produces an error message
(as the one above) for a given set of initial conditions, the evaluation
of the loops is interrupted. How can I make sure, that the evaluation of
the loops is continued even when ml produces an error message? I would
be most grateful for any hint.
Professor of Economics
Tilburg University, CentER & TILEC
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