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st: Loop with ML estimations

Subject   st: Loop with ML estimations
Date   Mon, 21 May 2007 13:03:32 +0200


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.

Best, Wieland.

Wieland Müller
Professor of Economics
Tilburg University, CentER & TILEC

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