statsmodels/statsmodels — comment on commit 17540867ef660d39bc19e15526adcf342ff2c44b
File:  line 0
By jseabold:

BFGS performance depends on the starting values IIRC. I haven't coded
up systematic performance yet. The best so far was newton starting at
the params for the constant only model. Converges in 6 iterations.
What concerns me is the 'converged' model with the smaller likelihood
and gradient almost zero. Maybe Stata has gotten stuck in a local
minimum. I didn't mess too much with the stata optimizer options
though.