st: Loop with ML estimations

[w.mueller@uvt.nl]

Hi,

I have run into problems with an ML estimation. I have both problems 
with "ml search" as well as with non-convergence: "ml search" simply 
cannot not find suitable initial conditions (even after specifying a 
range) and when I indicate initial conditions myself, I either get the 
error message "could not calculate numerical derivatives missing values 
encountered r(430);" or some of the parameter estimates are missing.

What I now want to do is to have loops with "ml model ..., 
init(parameter1:_cons = `a' parameter2:_cons = `b' ...) maximize" where 
I systematically go through a grid of various initial conditions 
specified as `a',  `b' and so on.

The problem, however, is that as soon as ml produces an error message 
(as the one above) for a given set of initial conditions, the evaluation 
of the loops is interrupted. How can I make sure, that the evaluation of 
the loops is continued even when ml produces an error message? I would 
be most grateful for any hint.

Best, Wieland.

--
Wieland M�ller
Professor of Economics
Tilburg University, CentER & TILEC
http://center.uvt.nl/staff/muller

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