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st: initial values for -xtmelogit-?


From   Jeph Herrin <junk@spandrel.net>
To   statalist@hsphsun2.harvard.edu
Subject   st: initial values for -xtmelogit-?
Date   Mon, 07 Apr 2008 17:53:14 -0400

I am doing a simulation that requires estimating
a model using -xtmelogit- for each of 1000 iterations.

Since the same model is being estimated using samples
drawn each time from the same dataset, it seems that
there should be some way to use the results of each
iteration as initial values in the next. However,
-xtmelogit- doesn't seem to accept -initial()- as
a maximize option. Is there a way I don't see to
persuade -xtmelogit- to start in a certain place?
Getting the initial values seems to be the most time
consuming bit of the estimation.

(As an aside, I could use -xtlogit, re-, which is considerably
faster, if only -predict- could be persuaded to predict
random effects, something which apparently is just a minor
fix:

http://www.stata.com/statalist/archive/2007-03/msg00135.html

I had hoped that Stata 10 would fix this, but apparently -xtlogit-
is on the path to deprecation.)

Jeph



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