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


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtlogit stata option: tech(bhhh) vce(opg)
Date   Tue, 16 Mar 2010 19:58:23 -0500

On Tue, Mar 16, 2010 at 3:41 PM, Yu Xue <snowrain@gmail.com> wrote:
> 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"?

. webuse union
(NLS Women 14-24 in 1968)

. xtlogit union south black, tech(bhhh)

< output omitted >

type d2 evaluators are not allowed with technique bhhh
r(111);

So technique( bhhh ) is not really supported for this model.

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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