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st: Non-convergence in a ZIP model

From   "Ghosh, Arkadipta" <[email protected]>
To   <[email protected]>
Subject   st: Non-convergence in a ZIP model
Date   Mon, 10 Jan 2005 17:21:46 -0800

I am trying to run a Zero inflated Poisson model (both with and without fixed effects), and the ml estimation process does not converge even after hundreds of iterations. It keeps saying "not concave". I understand that in such cases one can write an ml program or try setting initial values to ensure a quicker convergence. I have tried both but something seems to be going wrong with those. In other words, I might be making some basic mistake somewhere or doing something wrong. Is there a better procedure or a good resource that I can look up (on the web, may be)? Sorry for this basic question but I am relatively new to ML estimation and thought you could help. Thanks,


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