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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