Friday, March 10, 2006

Re: st: RE: lazy -ml-!

Here it is: the problem was in my likelihood evaluation: I was parsing $ML_b directly, while I should have been parsing whatever my program was supplied through args. Now it does work. See, [ML] should explain more than just mentioning the names of the globally used macros! :))

On 3/9/06, Stas Kolenikov <skolenik@gmail.com> wrote: > Alan, > > Indeed, with all zeroes, the log likelihood is = . (as it should be in > my model). I tried it with my starting values, with Stata's random > search, whatever -- it is just going that way. It may have to do with > a constraint I am imposing -- I am fixing one of the parameters, and > for some reason Stata does not respect that in the random search > (which I think is a bug!!!), so when it switches from -ml search- to > -ml max-, it loses a few hundreds in the log-likelihood. That must > puzzle -ml-; it then takes regressively smaller steps trying to crawl > back to the nice value it had, and fails. > > My previous experience with -ml- was that is was able to incorporate > the constraint successfully. > > On 3/9/06, Feiveson, Alan H. (JSC-SK311) <alan.h.feiveson@nasa.gov> wrote: > > Stas - Have you tried changing your initial values? I believe if you > > don't specify them they default to being zero. If the log likelihood > > evaluated at all zeros has partials that are also zero, the procedure > > may not be able to find a place to go next. > > > > Al Feiveson > > > > -----Original Message----- > > From: owner-statalist@hsphsun2.harvard.edu > > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Stas > > Kolenikov > > Sent: Thursday, March 09, 2006 12:50 PM > > To: statalist@hsphsun2.harvard.edu > > Subject: st: lazy -ml-! > > > > A really strange thing is happenning with my -ml- programming. I wrote > > an -lf- program that passes -ml check-, however when it comes to the > > real -ml max-imization, it just does not make any steps (I am checking > > with -noi mat li $ML_b- in the whatever_ll.ado) -- and hence my program > > returns the same value of the likelihood, and hence -ml- exits with > > r(430) could not calculate numerical derivatives, flat or discontinuous > > region encountered. That is absolutely weird, it does not depend on > > starting values, search (which does make good steps imporving the > > likelihood), it just happens that way! > > > > Stata/SE 9.1 is up to date. > > > > . which ml > > C:\Stata9\ado\updates\m\ml.ado > > *! version 6.2.6 01jul2005 > > > > . which ml_max > > C:\Stata9\ado\updates\m\ml_max.ado > > *! version 7.3.1 30jan2006 > > > > Has there been anything drastic in the latest updates? I just won't > > venture digging into ml_max.ado code. > > > > -- > > Stas Kolenikov > > http://stas.kolenikov.name > > > > * > > * For searches and help try: > > * http://www.stata.com/support/faqs/res/findit.html > > * http://www.stata.com/support/statalist/faq > > * http://www.ats.ucla.edu/stat/stata/ > > > > * > > * For searches and help try: > > * http://www.stata.com/support/faqs/res/findit.html > > * http://www.stata.com/support/statalist/faq > > * http://www.ats.ucla.edu/stat/stata/ > > > > > -- > Stas Kolenikov > http://stas.kolenikov.name >

-- Stas Kolenikov http://stas.kolenikov.name

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


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