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Re: st: initial values for -xtmelogit-?


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: initial values for -xtmelogit-?
Date   Tue, 8 Apr 2008 08:29:23 -0400

webuse bangladesh, clear
xtmelogit c_use urban age child* || district:
mat b=e(b)
xtmelogit c_use urban age child* || district: , from(b)
xtmelogit c_use urban age child* || district: , from(b) refineopts(iterate(0))

On Mon, Apr 7, 2008 at 5:53 PM, Jeph Herrin <junk@spandrel.net> wrote:
>
>  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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