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Re: st: problems convering maximum likelihood in Stata 11


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: problems convering maximum likelihood in Stata 11
Date   Thu, 11 Mar 2010 15:42:38 -0500

Jon Schwabish <jschwabi@yahoo.com> :
There is a difference in Stata 11, but I have not heard anything like
what you report--can you try starting from the estimates you already
have in hand, in both Stata 10 and 11?  I bet Stata developers would
like to see this problem--you should email tech support!

Quoting from http://www.stata.com/help.cgi?whatsnew10to11 :
  7.  Existing command ml has been rewritten.  It is now implemented in
            terms of new Mata function and optimization engine moptimize().
            The new ml handles automatic or implied constraints, posts some
            additional information to e(), and allows evaluators written in
            Mata as well as ado.  See [R] maximize for an overview and see
            [R] ml and [M-5] moptimize().


On Thu, Mar 11, 2010 at 2:24 PM, Jon Schwabish <jschwabi@yahoo.com> wrote:
> In running a simple logit model (albeit on a very big data set) in Stata 11, my likelihood function won't converge; in running the same model on the same data set in Stata 10, the function converges in about 5 iterations.
>
> Is there something inherently different in Stata 11 about the likelihood process? I have tried adding all sorts of options in Stata 11 (nrtolerance, difficult, etc) all to little effect.
>
> Thanks,
> Jon
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