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Re: st: xtfrontier tvd


From   Apurba Shee <[email protected]>
To   [email protected]
Subject   Re: st: xtfrontier tvd
Date   Fri, 6 May 2011 14:29:24 -0400

Hi Scott,
I have tried the –difficult- option that does not help. But when I use
other maximization technique; for bhhh it shows bhhh requires
observation level scores, and for dfp and bfgs it shows stepping has
contracted, resetting dfp/bfgs Hessian, discontinuous region
encountered cannot compute an improvement. I used xtfrontier lndepvar
lnindepvars, tvd diff technique(bhhh). Do you know how to make these
techniques work. I appreciate your help.
Apurba

On Fri, May 6, 2011 at 8:33 AM, Scott Merryman <[email protected]> wrote:
> Have you tried using the -difficult- option or changing the
> maximization technique?
>  See -help maximize-
>
> Scott
>
> On Thu, May 5, 2011 at 10:39 PM, Apurba Shee <[email protected]> wrote:
>> I am using xtfrontier command to estimate time varying decay model..
>> xtfrontier logdvar logindvars, tvd
>>
>> I am running this production frontier for data in different sectors.
>> For some sectors this is working fine. But for other sectors this
>> command is unable to estimate the production frontier parameters and
>> showing that the loglikelihood is not concave and the iterations go on
>> forever. This is happening for a lot of dataset. But in these dataset
>> time invariant model (xtfrontier, ti) is working fine. I was wondering
>> if anyone can address the issue on how to estimate production frontier
>> in this situation.  Thanks
>>
>> Apurba
>>
>
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