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Re: st: non-linear models not converging


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: non-linear models not converging
Date   Wed, 22 May 2013 14:51:39 +0200

On Wed, May 22, 2013 at 2:43 PM, James Bernard wrote:
> I understand that the numeric methods used for estimation of models in
> Stata (and any other package) may result in a model that does not
> converge.
>
> Do you happen to know of any trick to help make the model converge? To
> increase the chance of converging?

"Non-linear model" can mean many things, but I guess you mean the
Stata command -nl-. What often works is to provide good starting
values. How to find those depends on the exact problem.

Hope this helps,
Maarten

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

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