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st: ml maximize: from search to iterations


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: ml maximize: from search to iterations
Date   Sat, 13 Sep 2008 14:05:03 -0500

I have a piece of -ml- code that produces something like

initial:       log likelihood = -48417.771
improve:       log likelihood = -3801.8795
rescale:       log likelihood = -3533.3397
rescale eq:    log likelihood = -1917.3358
Iteration 0:   log likelihood = -4123.2086  (not concave)
Iteration 1:   log likelihood = -4054.4958  (not concave)

or even something like

initial:       log likelihood = -1107.3744
rescale:       log likelihood = -1107.3744
rescale eq:    log likelihood = -810.07783
initial values not feasible
r(1400);

I suspect the reason is that within my ado file, I specify some -ml
init- statements (or equivalent -init()- options of -ml, maximize-) --
but I still was expecting Stata to make the transition and use the
most recent and the best values found. In fact, in the last case, the
vector of -e(b)- was all zeroes, so both my default starting values
and the found values were ignored!

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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