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st: Re: st: How does Stata’s ml handle missing log-likelihood values?


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: st: How does Stata’s ml handle missing log-likelihood values?
Date   Fri, 12 Apr 2013 10:26:03 +0200

On Fri, Apr 12, 2013 at 4:54 AM,  <kirin_guess@yahoo.com.tw> wrote:
> In addition, I found that the estimates returned by “ml max, search(on)”
> sometimes were
> quite different from the estimates returned by “ml max, search(off)”.

That suggests that your likelihood function has multiple maxima. The
standard algorithms are designed for likelihood functions with a
single maximum, so in principle it would, in that case, not matter
which starting values you used. This is a serious problem and I don't
know an easy solution to that problem.

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------

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