Re: st: RE: Loop with ML estimations

[w.mueller@uvt.nl]

Maarten,

Thanks for your advice.

Wieland.


Maarten Buis wrote:
> --- w.mueller@uvt.nl wrote:
>   
> > 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.
> >     
> This happens to me all the time when I am programming a new -ml-
> procedure, but it is invariably caused by me forgetting a minus sign
> or multiplying things that should be added, or something like that. 
> I would first try to find the error in your likelihood program before
> trying anything else. (It may require just putting it aside for a day)
>
>   
> > 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.
> >     
> Doing a grid search like that can be useful for other reasons, but not for
> the problem you sketched above. If you want to do a grid search that is 
> not stopped when a single call has failed to converge you can precede the
> call to ml with -capture-, see: -help capture-. 
> Hope this helps,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology 
> Vrije Universiteit Amsterdam 
> Boelelaan 1081 
> 1081 HV Amsterdam 
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434 
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
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--

Wieland M�ller
Professor of Economics
Tilburg University, CentER & TILEC
http://center.uvt.nl/staff/muller

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