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st: Bootstrap got stuck.

From   "Xu, Haiyong" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: Bootstrap got stuck.
Date   Fri, 12 Aug 2011 12:13:22 -0700

Hi there,
When I bootstrap a model, e.g zinb, in Stata, it often gets stuck. I think it is because in some iteration the model can't get fitted because when I let it run noisily it will show me "not concave" in the model fitting part. I try to set different seeds but it doesn't help. Is it because my model is not appropriate? Or is there anything else I can try to avoid this, such as setting initial values or saving some successful iterations and calculate the confidence interval manually? Any advice is appreciated. Thank you very much!

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