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Re: st: RE: Redpace


From   Davillas Apostolos <[email protected]>
To   <[email protected]>
Subject   Re: st: RE: Redpace
Date   Wed, 02 Jun 2010 14:13:29 +0300

<>

Many thanks 

d.a.

On Wed, 2 Jun 2010 11:45:06 +0100, "Nick Cox" <[email protected]>
wrote:
> The missing reference is 
> 
> SJ-6-2  st0106  . MSL random-effects dynamic probit mod. with autocorr.
> errors
>         (help redpace if installed) . . . . . . . . . . . . . .  M. B.
>         Stewart
>         Q2/06   SJ 6(2):256--272
>         introduces new command, redpace, to be used in MSL
>         estimation for random-effects dynamic probit models
>         with autocorrelated errors
> 
> As often noted on this list, minimal author (year) references are
regarded
> as incomplete. 
> 
> I would be happy to be wrong but this looks like a case in which
> 
> 1. The author and expert is not a member of Statalist. He may be able to
> advise better but you would need to contact him directly. 
> 
> 2. This is a specialised command on which there may not be much
experience
> among active list members. 
> 
> 3. The question of what will work better with your data is difficult to
> answer in abstraction. For example, there is no indication of what
commands
> you are trying, including how complicated a model you are attempting to
> fit. Banal though it is, some of us find ourselves repeating very simple
> advice: if your model won't converge, try a much simpler one. 
> 
> Nick 
> [email protected] 
> 
> Davillas Apostolos
> 
> I am trying to run -redpace (Stewart, 2006).
> I am following a procedure to begin with small number of replications
> (R=5, 10 etc) and then use these results as 
> starting values for larger R (option -from). 
> 
> However, after a certain number of R (about R=20) I could not find
concave
> cases.
> Any suggestion will be very helpful. 
> Did the halton option or the antithetic improve the convergence. 
> 
> 
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