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st: RE: RE: Calculating Coefficient Tolerance


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Calculating Coefficient Tolerance
Date   Thu, 17 Nov 2005 22:14:31 -0000

No, on second reading I think you want 
more details about the innards of -ml-. 
Try the book by Gould, Pitblado and Sribney. 

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

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Nick Cox
> Sent: 17 November 2005 22:06
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: Calculating Coefficient Tolerance
> 
> 
> 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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