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Re: st: Nested maximum likelihood algorithms

From   "Scott Merryman" <>
Subject   Re: st: Nested maximum likelihood algorithms
Date   Wed, 29 Aug 2007 06:09:06 -0500

Could you set the maximum number of iterations for the ML code to 1.


On 8/29/07, ξις νιόζ <> wrote:
> Dear Statalisters,
> Following the suggestion at,
> I am rephrasing the question to which I seem to have no response.
> I am programming a nested algorithm in which the 'outer' code is maximum likelihood, and the 'inner' one is the dynamic programming code I wrote in mata. I need to 1) take the coefficients obtained after first iteration of maximum likelihood (outer) algorithm, such as those reported by ml maximize, trace, 2) use them in my mata code to solve the dynamic programming problem inside mata, 3) take the results of that solution back to ml algorithm to obtain the estimates at the next iteration, and 4) continue this procedure until convergence.

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