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st: Changes to Maximize and Newton-Raphson in Stata 11?


From   "Brooks Taggert J" <brooks.tagg@uwlax.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Changes to Maximize and Newton-Raphson in Stata 11?
Date   Wed, 16 Dec 2009 13:24:23 -0600

Statalisters-

So I ran across a "problem". I have Stata 11.0 but I always use version
control in my do files to avoid breaking the ability of the file to run
through. Anyhow, I was estimating a stereotype logit -slogit-, and it
worked fine using the syntax in interactive mode, but when running the
do file it would fail to converge. It was maddening that it seemed to
work when I cut and pasted the same command into the command dialog from
the do file, but the do file would hang. Eventually I figured out this
was the fault of the Version 10.0 at the beginning of the do file. So
clearly there must have been some changes to the NR method or maximize
more generally, but I can't seem to find reference to it on the Stata.
Anyone have an idea on this? I just want to make sure the version 11.0
result is the one that should be suspect. 

Thanks

TJ

Taggert J. Brooks, PhD
Associate Professor
Department of Economics
University of Wisconsin - La Crosse




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