I have created a loop in stata to change the initial values of parameters that i want to estimate in maximum likelihood estimation. I want stata to stop the loop, once the convergence is achieved. I am using the following command :
forval i=-1(.1)1 {
forval j=-1(.1)1 {
forval k=-1(.1)1 {
forval l=-1(.1)1 {
forval m=-1(.1)1 {
capture noisily ml model lf ml_b_d_luce_logit_f ( r: choices ra t t0 taudays earlyamt delayedamt p0left prize0left prize1left prize0right prize1right=) (mu:) (delta:) (beta:)(nu:) , missing maximize technique(bfgs) init(`i' `j' `k' `l' `m', copy) robust
ml display
}
}
}
}
}
Does anyone know how to do go about it?
Hi Archana,
it seems to me that the loops are not necessary. Have a look at
http://spia.uga.edu/faculty_pages/monogan/computing/r/MLE_in_Stata.pdf
and the newer version
http://www.steenbergen.ch/uploads/3/1/9/5/3195968/statamle.pdf
I hope that helps,
greetings, Klaudia
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