[Limdep Nlogit List] Different results in Frontier Analysis in Limdep and Stata

M.U. Karakaplan karakaplan at tamu.edu
Thu Aug 20 19:58:04 EST 2009

I run exactly the same frontier model in Limdep and Stata, but I get 
different results:

The descriptive statistics are the same
The number of observations and parameters are the same.
The coefficients are very similar, but not the same.
The numbers of iterations are different: Limdep: 101 iterations; Stata: 
27 iterations.
When I set the maximum iterations in Limdep to be the same of Stata, the 
difference gets bigger.
When I set the maximum iterations to 200 in Limdep, it runs only 125 
iterations and the difference between the results gets very very small, 
but they are still not the same.

How can I get the same results? What is this difference between Limdep 
and Stata results due to? Is it related to confidence level? If yes, is 
there a way to change it in Limdep?

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