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st: Optimize problem after update


From   "Marike Knoef" <m.g.knoef@uvt.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Optimize problem after update
Date   Tue, 15 Dec 2009 14:42:09 +0100

Dear list,

I am using Stata 11

Stata/IC 11.0 for Windows (32-bit)
Born 21 Oct 2009

After my last update I have problems with -optimize-. The following example
does not work anymore:

#delimit;
mata ;
x=(0.35 \ 0.29 \ 0.3\ 0.3\ 0.65\ 0.56\ 0.37\ 0.16\ 0.26\ 0.19)

void lnbetaden04(todo, p, x, lnf, S, H)
{
	a=p[1]
	b=p[2]
	lnf= lngamma(a+b) :- lngamma(a) :- lngamma(b) :+ (a-1)*log(x) :+
(b-1)*log(1:-x)
}

mata
S=optimize_init()
optimize_init_which(S, "max")
optimize_init_evaluator(S, &lnbetaden04())
optimize_init_evaluatortype(S, "v0")
optimize_init_params(S, (1,1))
optimize_init_argument(S, 1, x)
optimize_init_conv_ptol(S, 1e-8)
optimize_init_tracelevel(S, "params")
optimize_init_tracelevel(S, "step")
optimize_init_tracelevel(S, "gradient")
optimize_init_nmsimplexdeltas(S, (1e-3, 1e-3))
optimize_init_technique(S,"nr")
p=optimize(S)
end; 

After "iteration 0" I get the following message:

Iteration 1:
Parameter vector:
          c1        c2
r1  4.084429  7.868267


Changed elements of parameter vector:

                select():  3200  conformability error
    opt__looputil_step():     -  function returned error
          opt__loop_nr():     -  function returned error
              optimize():     -  function returned error
                 <istmt>:     -  function returned error
r(3200);

I found that the technique "nm" does work, but the techniques "nr", "bhhh"
and "dfp" are not working anymore. They do work in the old Stata 10 version
on my old computer (Stata/IC 10.1 for Windows
Born 02 Feb 2009).

What could be the problem?

Best regards,
Marike 
 


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