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, statalist.org 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   Yu Xue <snowrain@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtlogit stata option: tech(bhhh) vce(opg)
Date   Tue, 16 Mar 2010 21:19:30 -0500

Hi Stas,
Thanks for answering my question. I guess I will have to code gradient
in order to use bhhh, or code Hessian and jump over when it is not
negative definite.
Thanks!

Best,
Yu

On Tue, Mar 16, 2010 at 7:58 PM, Stas Kolenikov <skolenik@gmail.com> wrote:
> 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.
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index