I ran into a new error and I cannot trace it because I think the problem
is caused by an ml proceedure.
I am running a ml model d0 estimation and this is my output:
initial:       log likelihood = -1720.5831
alternative:   log likelihood = -1685.3319
rescale:       log likelihood = -801.15134
Iteration 0:   log likelihood = -801.15134  (not concave)
Iteration 1:   log likelihood =  193.03404  (not concave)
Iteration 2:   log likelihood =  813.56394  
Iteration 3:   log likelihood =  974.59715  
Iteration 4:   log likelihood =  975.55101  
Iteration 5:   log likelihood =  975.55103  
system limit exceeded - see manual
r(1000);
************************************************
The model is converging correctly because the last iteration
log-likelihood is the same as the true model from regress:
************************************************
. regress c y
      Source |       SS       df       MS              Number of obs =
815
-------------+------------------------------           F(  1,   813)
=       .
       Model |  3249.51685     1  3249.51685           Prob > F      =
0.0000
    Residual |  4.35498339   813  .005356683           R-squared     =
0.9987
-------------+------------------------------           Adj R-squared =
0.9987
       Total |  3253.87184   814  3.99738555           Root MSE
=  .07319
------------------------------------------------------------------------------
           c |      Coef.   Std. Err.      t    P>|t|     [95% Conf.
Interval]
-------------+----------------------------------------------------------------
           y |   .9982267   .0012816   778.86   0.000      .995711
1.000742
       _cons |  -.3667309   .0149193   -24.58   0.000    -.3960157
-.3374461
------------------------------------------------------------------------------
. di e(ll)
975.55103
Note this is a trivial example to replicate the error.
Any suggestions?
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/