--- Michael Stobernack <[email protected]> wrote:
> on 16 Jan 2008 you gave the following answer to a question about `No
> convergence in Lekelihood Estimation`.
<snip>
> I do have similar problems. I would like to run different ARCH models
> with a while loop in a do-File:
> local l = 1
> while `l'<=3 {
> capture:arch `ywahr',arima(`i',`j',`k') arch(1/`l')
> iterate(400)
> local l = `l' + 1
> }
>
> I many cases it works fine but in some cases I get the error message
> `flat log likelihood encountered, cannot find uphill direction`.
> Well as you mention above there might be some problems with the
> parameters. Since I would like to continue the while loop I use
> capture:arch y, arch(1/1) arima(2,0,2).
> But the computer cancels the operation and terminates.
> Do you have any ideas how to continue the while loop in spite of an
> error message?
First of all take a look at point 5 of the statalist FAQ
http://www.stata.com/support/faqs/res/statalist.html
The code you sent should work, I guess that your loop also contains
some other commands after -arch-, and that these cause you trouble. You
can avoid that using the code below:
forvalues l = 1/3 {
capture:arch `ywahr',arima(`i',`j',`k') arch(1/`l') iterate(400)
if _rc==0 {
do stuff
}
}
-- Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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