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RE: st: frontier command and iteration problem

From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: frontier command and iteration problem
Date   Mon, 21 Jun 2004 23:47:22 +0100

A careful reading of the help for -version- 
may be helpful. 

In general, do not assume that setting 
the -version- back to some previous version
is equivalent to going back to that version
in all respects. Rather it gives a handle 
to re-create _selected_ previous behaviour. 

[email protected] 

Dev Vencappa
> David,
>  thanks a lot for your help indeed. As you rightly mentioned, 
> I think my dataset does not satisfy the new default 
> nrtolerance. Specifiying nonrtolerance in the command did 
> indeed induce convergence after 24 iterations (this at the 
> same number of iterations as what my friend obtained with 
> stata 8.0). However, what worries me is that at convergence, 
> we both obtained the message "(not concave)". 
>   A second issue that puzzles me is that you mentioned that 
> following the 5 November 2003 update, the -nrtolerance(1e-5)- 
> became the default
> convergence criterion. If that is the case, then how is 
> possible that when I specify version 8.0 within stata and run 
> the command, I am still faced with this problem of 
> non-convergence? Is it the case that once I have updated from 
> Stata 8.0 to 8.2, my software automatically overrides the 
> previous nrtolerance to the new one, and this becomes the 
> default no matter what version I specify when running the 
> frontier command with maximise options? Or am I wrong in 
> thinking that nrtolerance is comparable with any other 
> command which are outdated in the new version and can be run 
> only in an older version and, therefore, should not have 
> produced this problem of non-convergence in the first 
> instance, when I tried to run the command under version 8.0?
>  Finally, I will attempt you suggestion of multiplicative 
> rescaling of the variables. I did try changing the starting 
> values before I posted this query, but that did not work either. 

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