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Re: st: error message with ml maximization
Thanks, Richard.
* I'm using version 9, and I have corrected that.
*Thank you for pointing out the typo, yes, it should be $ML_y2 instead of
$ML_y3
*I added option -difficult-
But I still end up with the same error message.
What I'm trying to do is to estimate a simultaneous demand-supply
system with switch regime. The probability of one regime is 'lamda', and the
other is '1-lamda'. The only difference between the two regimes is the
intercept in the supply equation, which is captured by 'beta3'. Someone has
done this with the same data before, so I believe there is some way that
this can work out.
Thanks and best,
Luhang
From: Richard Williams <[email protected]>
Reply-To: [email protected]
To: [email protected], [email protected]
Subject: Re: st: error message with ml maximization
Date: Sun, 19 Feb 2006 22:03:48 -0500
At 08:46 PM 2/19/2006, Hui Wang wrote:
Hey, I wrote a little do file to estimate a simutanous equation system
with switch regime and get the following error message:
I'm guessing there is an error in your program. :) It is a little too
complicated for me to figure out, but I'll note that
* I assume you either have or can update to Stata 8.2, and hence set the
version accordingly
* Error 430 means "convergence not achieved. You have estimated a
maximum-likelihood model and Stata's maximization procedure failed to
converge to a solution; see [R] maximize. Check if the model is
identified."
* Perhaps I am missing something, but you refer to $ML_y3; aren't there
only 2 dependent variables? If so, what is $ML_y3?
* Sometimes adding the difficult option will get the program to run, e.g.
ml maximize, difficult
My guess is you won't get off that easily in this case.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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