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st: ML numerical problems


From   Valerie Orozco <Valerie.Orozco@toulouse.inra.fr>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: ML numerical problems
Date   Thu, 6 May 2010 08:51:38 +0000

Hi,

Very often in ML estimation, numerical problems occur. 
One way to deal with this in Stata, is to rescale some variables (with large values in comparison to others variables). Sometimes it enables to achieve convergence.
But it can also remains numerical problems, partly due to numbers' precision.

One researcher I work with, decided to try with Matlab. A ML estimation with numerical problems in Stata, converges in Matlab. Do you have some ideas explaining this? Are there some parameters or format precision to specify in Stata? I really want to succeed in estimating our model with Stata!

Thank you very much for your help.

valérie

-------------------------------
Valérie OROZCO
Toulouse School of Economics (INRA-GREMAQ)
21, allée de Brienne
F-31000 Toulouse, France

MA 101
+33 5 61 12 85 91
-------------------------------


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