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st: pgmhaz convergence (hazard functions)

From   "Monica L. Parra Torrado" <[email protected]>
To   <[email protected]>
Subject   st: pgmhaz convergence (hazard functions)
Date   Fri, 10 Oct 2003 15:11:28 -0400

Dear Stata List,
 I am running the Jenkins porcedure pgmhaz with non parametric estimation of
the baseline hazard, i.e., I am including weekly dummies instead of
However, it has run for 120 hours and 35 iterations and has not come up with
any result yet.  After the last ten iterations it has been displaying the
message "unproductive step attempted".  Does this mean it will not converge?
I have run this model with diferent specifications and although this message
appeared sometimes, it did converge.
How can I know that the maximization will not converge? Does Stata give up
at any moment?  Shall I wait till then? Or does stata keep trying forever?
What should I do?

Thanks for your help,

Monica L.

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