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Re: st: a problem on convergence of mle

From   Maarten buis <>
Subject   Re: st: a problem on convergence of mle
Date   Tue, 17 Oct 2006 07:33:00 +0100 (BST)

--- Jian Zhang <> wrote:
> I am maximizing a log likelihood function using stata ml commands. 
> But it doesn't converge. I just wonder if you have met this
> unconvergence problem before. What are the reasons for this 
> problem? 

Yes I came across that problem many times, and most times it meant that
I made a mistake in the likelihood function. So if you also give us the
likelihood function (and tell us the model you think it maximizes) we
can see if that's correct.

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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