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st: RE: Numerical maximization


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Numerical maximization
Date   Wed, 2 Oct 2002 17:19:49 +0100

Mark Schaffer
>
> Hi everybody.  A very general question for you:
>
> What's the recommended strategy if you're writing a Stata estimator
> that requires numerical maximization methods but isn't maximum
> likelihood?  And if you think you might want to make the estimator
> available for general use?
>
> Stata doesn't have a maximize program as such (-maximize-
> seems to be
> an ML program ... but maybe it's good enough for the
> task?). -findit-
> told me about a couple of user-written programs called -amoeba- and
> -quasi-.  I have no experience with these, nor with the
> tradeoffs in
> writing code that rely on other people's routines.  (It's
> great that
> they make their code publicly available, but we can't
> expect them to
> refrain from changing the specs if they see fit to do so, and of
> course that could cause your own code to fail to work.)

On the last point only:

Public domain software does have
its little drawbacks, on which some stories
could be told, but I can't see this one as major.

If someone else's code is fine for you now,
then build it into your own program as
a subroutine, making due acknowledgements.
That way, if they change the syntax, or
disown it, or destroy it, or whatever, you and your users are
still safe.

Nick
n.j.cox@durham.ac.uk

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