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From |
Yu Xue <snowrain@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Wed, 17 Mar 2010 11:57:04 -0500 |

Hi Stas, Thanks for your reply ! 1. Actually, I was wondering how you got that error info, "type d2 evaluators are not allowed with technique bhhh r(111);" I tried the same thing, and the error info I got was, "bhhh requires observation level scores r(504);" Did you delete some code that produced that error info ? How did you choose to use "d2"? I am sorry but I did not see the option "d2" with "xtlogit". Can you please let me know how to find it ? Thank! 2. The reason why I wanted to use BHHH was because when I used "xtlogit" to converge my model, stata did not give me any lnL value, and showed the error info "Hessian is not negative semi-definite" after the second iteration. So, I wonder if I will have to use "ml" programming to code Hessian to be negative definite. Thanks for letting me know about stata .ado file. I forgot to check them. I checked just now and I found several .ado files that can be useful. I may only need to do some changes in stata .ado file. Thanks! Best, Yu On Wed, Mar 17, 2010 at 12:11 AM, Stas Kolenikov <skolenik@gmail.com> wrote: > In -d2- method, there is a single value of the likelihood produced, > the vector of analytical derivatives coded, and the Hessian matrix > coded as well, all by Stata developers. You don't need to do this kind > of work. My guess is that all the panel methods are implemented that > way. The implementation of BHHH implies an observation-level > contributions to the likelihood, scores and Hessian, which simply does > not work that way with panel data: the contributions are from the > panels. > > Why do you insist on BHHH for this model? > > On Tue, Mar 16, 2010 at 9:19 PM, Yu Xue <snowrain@gmail.com> wrote: >> 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/ >> > > > > -- > 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/

**Follow-Ups**:**Re: st: xtlogit stata option: tech(bhhh) vce(opg)***From:*Stas Kolenikov <skolenik@gmail.com>

**References**:**st: xtlogit stata option: tech(bhhh) vce(opg)***From:*Yu Xue <snowrain@gmail.com>

**Re: st: xtlogit stata option: tech(bhhh) vce(opg)***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: xtlogit stata option: tech(bhhh) vce(opg)***From:*Yu Xue <snowrain@gmail.com>

**Re: st: xtlogit stata option: tech(bhhh) vce(opg)***From:*Stas Kolenikov <skolenik@gmail.com>

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