Thursday, March 09, 2006

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

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