Does anyone have experience with Stata ML? My ML program runs with one data set
but with a second data set I get the error message ?could not find feasible
values?. It gives this error even if I initialize with the actual
convergence values and even if I specify ?difficult.?
In principle the model can be fitted because the data is from a paper by Imbens
that describes the method. (I?m trying to replicate the Imbens result to
make sure my program works correctly.)
Should I: (1) program the maximization routine myself? (2) try to write a
?d2? program instead of the ?lf? program so that I can specify the
second derivatives? (3) keep debugging?!
Does anyone know if Mata might be the solution? Any suggestions?
Thanks for your help.
Joel Middleton
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