Oh, and one more thing: when I try -optimize_evaluate()- without any
previous optimization attempts, it breaks down as follows:
opt__eval(): 3010 attempt to dereference NULL pointer
_optimize_evaluate(): - function returned error
On Mon, Oct 5, 2009 at 3:15 PM, Stas Kolenikov <[email protected]> wrote:
> I try to implement some sort of random search over the parameter space
> to supply good starting values in my Mata -optimize- problem, and I
> was hoping to use -optimize_evaluate()- for that purpose. My
> understanding, from the manual, was that it takes the initial values
> (supplied by -optimize_init_params()-), computes the function and
> posts the results into (the Mata structure visible as)
> -optimize_result*()-. As it does not perform any optimization, the
> init_params and result_params should be the same. However, they are
> not:
>
> : optimize_init_params(Sth, uniform(1,2) )
>
> : optimize_init_params(Sth )
> 1 2
> +-----------------------------+
> 1 | .0087578271 .3072360181 |
> +-----------------------------+
>
> : _optimize_evaluate(Sth)
> b12 = .0581941, b13 = .690081, theta1 = -.0485678, log-likelihood =
> -7.07196
> 0
>
> : optimize_result_params( Sth )
> 1 2
> +-----------------------------+
> 1 | .0581940888 .6900808689 |
> +-----------------------------+
>
> : optimize_init_params(Sth, uniform(1,2) )
>
> : optimize_init_params(Sth )
> 1 2
> +-----------------------------+
> 1 | .4972361468 .8971257419 |
> +-----------------------------+
>
> : _optimize_evaluate(Sth)
> b12 = .0581941, b13 = .690081, theta1 = -.0485678, log-likelihood =
> -7.07196
> 0
>
> : optimize_result_params( Sth )
> 1 2
> +-----------------------------+
> 1 | .0581940888 .6900808689 |
> +-----------------------------+
>
> :
>
> The vector (0.058, 0.690) is what was there before (after a painful
> non-convergent minimization attempt with lots of problematic numeric
> derivatives), and it looks like -optimize_evaluate()- just ignored the
> starting values I gave.
>
> Am I missing something, or is it a bug? Stata 11 is fully up to date.
>
>
> --
> Stas Kolenikov, also found at http://stas.kolenikov.name
> Small print: I use this email account for mailing lists only.
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
