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Re: st: RE: Loop with ML estimations

Subject   Re: st: RE: Loop with ML estimations
Date   Mon, 21 May 2007 17:02:14 +0200


Thanks for your advice.


Maarten Buis wrote:
--- 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 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

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Wieland Müller
Professor of Economics
Tilburg University, CentER & TILEC

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