At first attempt that does not seem to work, but thanks a lot for a useful hint!
Alexis
>-----Original Message-----
>From: [email protected]
>[mailto:[email protected]]On Behalf Of
>Scott Merryman
>Sent: Wednesday, August 29, 2007 3:09 PM
>To: [email protected]
>Subject: [SPAM] - Re: st: Nested maximum likelihood algorithms - Email
>has different SMTP TO: and MIME TO: fields in the email addresses
>
>
>Could you set the maximum number of iterations for the ML code to 1.
>
>Scott
>
>On 8/29/07, ��� ���� <[email protected]> wrote:
>> Dear Statalisters,
>>
>> Following the suggestion at
>http://www.stata.com/support/faqs/res/statalist.html#noa>nswer,
>
>> I am rephrasing the question to which I seem to have
>no response.
>>
>> I am programming a nested algorithm in which the 'outer'
>code is maximum likelihood, and the 'inner' one is the dynamic
>programming code I wrote in mata. I need to 1) take the
>coefficients obtained after first iteration of maximum
>likelihood (outer) algorithm, such as those reported by ml
>maximize, trace, 2) use them in my mata code to solve the
>dynamic programming problem inside mata, 3) take the results
>of that solution back to ml algorithm to obtain the estimates
>at the next iteration, and 4) continue this procedure until
>convergence.
>
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