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st: St: Maximization never converges


From   "Hendratno Tuhiman" <[email protected]>
To   [email protected]
Subject   st: St: Maximization never converges
Date   Mon, 24 Mar 2008 01:32:04 +0700

Dear Statalisters,

I am running a maximization procedure to maximize Y with Xb <=
percentiles 16. The iterations takes a value which does not change
over subsequent iterations and I have to break the procedure.  I would
greatly appreciate some help.

Best regard,

Hendro

**********************************************
cap program drop maxreg1
program maxreg1

   args todo b lnf
   tempvar xb lnfj temprank d
   tempname mu lnmu

   mleval `xb'   = `b', eq(1)
   mleval `lnmu'   = `b', eq(2) scalar

   scalar `mu' = exp(`lnmu')
   qui gen double `lnfj' = ln(normd($ML_y1,`xb',`mu'))
   mlsum `lnf' = `lnfj'
end


cap program drop maxreg
program maxreg

   args todo b lnf
   tempvar xb lnfj temprank d

   mleval `xb'   = `b', eq(1)

   gsort +`xb' +$ML_y1
   g `temprank' = _n
   qui count if `xb' != .
   local tempcount = r(N)

   qui g `d' = (`temprank' < `tempcount' * 0.16)

   qui gen `lnfj' = $ML_y1 * `d'
    mlsum `lnf' = `lnfj'
end


ml model d0 maxreg1 (xb : mutility = house troof1 troof2 twall tfloor
pcfloor water toilet septic lighting) (lnmu:)
ml max
matrix startval = e(b)
ml model d0 maxreg (xb : mutility = house troof1 troof2 twall tfloor
pcfloor water toilet septic lighting)
ml init startval, skip
ml max, difficult

log close
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