Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Changes in ML d2 routine between v10 and v11


From   Patrick Eozenou <patrick.stata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Changes in ML d2 routine between v10 and v11
Date   Tue, 19 Oct 2010 09:22:54 -0400

Great. Thanks for the fast and sharp reply.

Regards,

Patrick

On Mon, Oct 18, 2010 at 11:04 PM, Jeffrey Pitblado <jpitblado@stata.com> wrote:
> Patrick Eozenou <patrick.stata@gmail.com> is using an -ml- evaluator written
> prior to Stata 11 and noticed that when the evaluator is used in Stata 11,
> without version control, the result no convergance and a lot of "(not
> concave)" messages:
>
>> I am playing with method d2 of -ml- and found out a difference in
>> execution between version 10 and version 9. The following probit
>> likelihood evaluator reaches a solution if run under version 10, but
>> it remains stuck on a (not concave) value under version 11. I am just
>> curious as to why this is the case.
>
> The probit evaluator Partick posted returns the negative of the Hessian
> matrix, which was required by -ml- prior to Stata 11.
>
> The optimization engine that -ml- uses in Stata 11 now assumes that -d2-
> evaluators return the Hessian matrix, Patrick can use the -negh- option to
> tell -ml- that the evaluator returns the negative of the Hessian matrix.
>
> --Jeff Pitblado
>  jpitblado@stata.com
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index