Hi, I am not sure why my message is cut somehow, so I am sending it again.
David,
thanks a lot for your help indeed. As you rightly mentioned, I think my dataset does not satisfy the new default nrtolerance. Specifiying nonrtolerance in the command did indeed induce convergence after 24 iterations (this at the same number of iterations as what my friend obtained with stata 8.0). However, what worries me is that at convergence, we both obtained the message "(not concave)".
A second issue that puzzles me is that you mentioned that following the 5 November 2003 update, the -nrtolerance(1e-5)- became the default
convergence criterion. If that is the case, then how is possible that when I specify version 8.0 within stata and run the command, I am still faced with this problem of non-convergence? Is it the case that once I have updated from Stata 8.0 to 8.2, my software automatically overrides the previous nrtolerance to the new one, and this becomes the default no matter what version I specify when running the frontier command with maximise options? Or am I wrong in thinking that nrtolerance is comparable with any other command which are outdated in the new version and can be run only in an older version and, therefore, should not have produced this problem of non-convergence in the first instance, when I tried to run the command under version 8.0?
Finally, I will attempt you suggestion of multiplicative rescaling of the variables. I did try changing the starting values before I posted this query, but that did not work either.
Many thanks for your help.
Dev
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