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st: xtlogit stata option: tech(bhhh) vce(opg)


From   Yu Xue <snowrain@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtlogit stata option: tech(bhhh) vce(opg)
Date   Tue, 16 Mar 2010 15:41:32 -0500

Hello all,
I have a confusion about stata maximization options, in particular
"tech()" and "vce()" when using "xtlogit".

I am using xtlogit, and I see the maximization technique option has
"bhhh". BHHH uses outer product gradients (opg) to estimate covariance
matrix instead of using Hessian matrix. But "opg" is not an option for
"vce(vcetype)". Are they contradictory/inconsistent ?
So, is "bhhh" really an option in stata if I use "xtlogit" without
coding gradient myself or not ? I think in order to use "opg" I have
to code analytic gradient. But how come that "bhhh" is an option for
"tech"?
Thanks !

Best,
Yu
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