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st: How to avoid a break down when convergence is not achieved?

From   "Benjamin M. Craig, Ph.D." <>
Subject   st: How to avoid a break down when convergence is not achieved?
Date   Tue, 31 Jan 2006 09:12:15 -0700

For those who use ML or any difficult optimum estimator, convergence can break down for multiple reasons (e.g., poor initial conditions or multicollinearity in a bootstrap sample). When it does, stata stops.

Is there a way of convincing stata to make a note and keep going?

In other words, can ML report an error in a manner which can be identified without disabling the batch code?

For example, suppose I created a do loop through a five sets of initial conditions such that if one set of conditions does not converge, the others might. Or, to see whether each set arrives at the same optimum. Currently this is not possible, because when "convergence not achieved;" r(430), the batch stops running. This is a real annoyance for lazy people like me who would like to run code over nights, weekends, etc., instead of setting up appropriate initial conditions.


Nick Cox wrote:

Know that that comment has been filed mentally for future reference. This is an automated response.
Fred Wolfe

Woops, I forgot to change the subject to something meaningful...

Lucky that Nick wasn't around!

Michael Blasnik

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