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st: Convergence problems with Stata 12


From   Christoph Engel <engel@coll.mpg.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: Convergence problems with Stata 12
Date   Wed, 17 Aug 2011 16:24:58 +0200

Dear readers of Stata list,

The following observation makes me suspect that there is a change from Stata 11.0 to Stata 12 that causes .ado files to behave differently. I have written a program to perform maximum likelihood estimation. On my previous notebook with Stata 11.0 the program converges much more often than on my new notebook with either Stata 12 or Stata 11.2. Writing "version 11" or "version 11.0" at the beginning of the command does not help either, probably because Stata 11.2 is called anyhow. A check revealed that, setting the same seed, Stata's rnormal() command generates different results. I therefore suspect that there has been a change in random number generators that causes the problem. Any suggestions for help would be highly appreciated.

With best regards

Christoph Engel

--
_________________________________________________________________
Prof. Dr. Christoph Engel
Max-Planck-Institut zur
Erforschung von Gemeinschaftsgütern
Max Planck Institute for Research on Collective Goods
Kurt-Schumacher-Strasse 10
D 53113 Bonn
Tel. +49/228/91416-10
Fax +49/228/91416-11
e-mail: engel@coll.mpg.de
http://www.coll.mpg.de
http://www.coll.mpg.de/engel.html
http://ideas.repec.org/e/pen22.html
http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=251559
_________________________________________________________________

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