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st: lazy -ml-!


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: lazy -ml-!
Date   Thu, 9 Mar 2006 12:49:40 -0600

A really strange thing is happenning with my -ml- programming. I wrote
an -lf- program that passes -ml check-, however when it comes to the
real -ml max-imization, it just does not make any steps (I am checking
with -noi mat li $ML_b- in the whatever_ll.ado) -- and hence my
program returns the same value of the likelihood, and hence -ml- exits
with r(430) could not calculate numerical derivatives, flat or
discontinuous region encountered. That is absolutely weird, it does
not depend on starting values, search (which does make good steps
imporving the likelihood), it just happens that way!

Stata/SE 9.1 is up to date.

. which ml
C:\Stata9\ado\updates\m\ml.ado
*! version 6.2.6  01jul2005

. which ml_max
C:\Stata9\ado\updates\m\ml_max.ado
*! version 7.3.1  30jan2006

Has there been anything drastic in the latest updates? I just won't
venture digging into ml_max.ado code.

--
Stas Kolenikov
http://stas.kolenikov.name

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