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st: RE: Calculating Coefficient Tolerance


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Calculating Coefficient Tolerance
Date   Thu, 17 Nov 2005 22:06:28 -0000

This seems a bit vague! Try 

help mf_reldif

help mreldif()

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

Tim R. Sass
 
> I am writing  a .do file that iteratively estimates a fixed effects 
> regression using xtreg.  I want to set a convergence 
> criterion based on the 
> change in the estimated coefficient vector.  An option for 
> setting the 
> coefficient tolerance is contained in the maximize command, 
> but I don't 
> know what the underlying code to compute the tolerance looks like.  I 
> assume that it would just involve a few matrix commands that 
> create some 
> function of the current coefficient vector and the 
> coefficient vector from 
> the previous iteration.  Any help would be much appreciated.

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