Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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

From   Stas Kolenikov <>
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 <> 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

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

Stas Kolenikov, also found at
Small print: I use this email account for mailing lists only.
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index