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st: ML estimation


From   "Jitian Sheu" <[email protected]>
To   <[email protected]>
Subject   st: ML estimation
Date   Mon, 20 Oct 2003 17:27:53 -0400

Dear listers:

I am doing MLE using command in Stata, -ml-

before I type: ml maximize, following the instruction of booklet of "Maximum
Likelihood Estimation with Stata"(by William Gould and William Sribney).
I type: -ml check- first

The luck thing is that after -ml check-, the information I got is that the
program I wrote has passed the all tests.
It seems that my estimation may go well.

however, when I type: -ml maximize-

the information I get is as follows:

initial:       log likelihood = -2262.0106
rescale:       log likelihood =  -566.9123
rescale eq:    log likelihood = -319.86063
initial values not feasible
r(1400);


then, whole process of ml stops, and I can not get anything.

Does anyone have this kind of experience and how to solve this?

Thank you very much and have a nice day

Jitian

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