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Re: st: Changes in ML d2 routine between v10 and v11
From
Patrick Eozenou <[email protected]>
To
[email protected]
Subject
Re: st: Changes in ML d2 routine between v10 and v11
Date
Tue, 19 Oct 2010 09:22:54 -0400
Great. Thanks for the fast and sharp reply.
Regards,
Patrick
On Mon, Oct 18, 2010 at 11:04 PM, Jeffrey Pitblado <[email protected]> wrote:
> Patrick Eozenou <[email protected]> is using an -ml- evaluator written
> prior to Stata 11 and noticed that when the evaluator is used in Stata 11,
> without version control, the result no convergance and a lot of "(not
> concave)" messages:
>
>> I am playing with method d2 of -ml- and found out a difference in
>> execution between version 10 and version 9. The following probit
>> likelihood evaluator reaches a solution if run under version 10, but
>> it remains stuck on a (not concave) value under version 11. I am just
>> curious as to why this is the case.
>
> The probit evaluator Partick posted returns the negative of the Hessian
> matrix, which was required by -ml- prior to Stata 11.
>
> The optimization engine that -ml- uses in Stata 11 now assumes that -d2-
> evaluators return the Hessian matrix, Patrick can use the -negh- option to
> tell -ml- that the evaluator returns the negative of the Hessian matrix.
>
> --Jeff Pitblado
> [email protected]
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