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st: Convergence problems with Stata 12
From
Christoph Engel <[email protected]>
To
[email protected]
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: [email protected]
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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