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st: Re: How to avoid a break down when convergence is not achieved?


From   "Michael Blasnik" <[email protected]>
To   <[email protected]>
Subject   st: Re: How to avoid a break down when convergence is not achieved?
Date   Tue, 31 Jan 2006 11:24:10 -0500

see -help capture-. In particular, you may want to use -capture noisily ml....-

Michael Blasnik

p.s. you left the text from an old thread in your message

----- Original Message ----- From: "Benjamin M. Craig, Ph.D." <[email protected]>
To: <[email protected]>
Sent: Tuesday, January 31, 2006 11:12 AM
Subject: st: How to avoid a break down when convergence is not achieved?



For those who use ML or any difficult optimum estimator, convergence can break down for multiple reasons (e.g., poor initial conditions or multicollinearity in a bootstrap sample). When it does, stata stops.

Is there a way of convincing stata to make a note and keep going?

In other words, can ML report an error in a manner which can be identified without disabling the batch code?

For example, suppose I created a do loop through a five sets of initial conditions such that if one set of conditions does not converge, the others might. Or, to see whether each set arrives at the same optimum. Currently this is not possible, because when "convergence not achieved;" r(430), the batch stops running. This is a real annoyance for lazy people like me who would like to run code over nights, weekends, etc., instead of setting up appropriate initial conditions.

Cheers,
Ben
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