I suppose this applies to any use of maximum
likelihood.
I'm running a simulation using -simulate- to
call a wrapper program for -xtmixed-.
Sometimes -xtmixed- doesn't converge, so I call
-xtmixed- with the option -iterate(1000)-, which
forces it to stop after 1000 iterations.
What I would like to do is keep track of how often
-xtmixed- is not converging before 1000 iterations.
However, there seems to be no way that I can find
to capture the number of iterations, other than
parse the output of -xtmixed- itself. Is there
anywhere that the number of iterations is stored
for use post-estimation?
thanks,
Jeph
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