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st: unconstrained maximization in stata


From   "Kostova Deliana (HXX1DAK)" <[email protected]>
To   [email protected]
Subject   st: unconstrained maximization in stata
Date   Thu, 27 Feb 2003 16:52:58 -0500

Hello everybody,

I have been trying to maximize a multivariate function using the "amoeba"
and "quasi" commands.  I found that these commands work very well on some
simpler functions but often produce "conformability error" messages on more
complicated functions.  Also, sometimes amoeba will work great for a
particular function, but then if I change the value of just one of the
parameters, it starts producing error messages (even though the functional
form stayed the same). 

 How can i fix this problem?  Is there another way to do unconstrained
maximization in Stata? Thanks a lot!

Deliana


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