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Re: st: RE: Redpace
Davillas Apostolos <email@example.com>
Re: st: RE: Redpace
Wed, 02 Jun 2010 14:13:29 +0300
On Wed, 2 Jun 2010 11:45:06 +0100, "Nick Cox" <firstname.lastname@example.org>
> The missing reference is
> SJ-6-2 st0106 . MSL random-effects dynamic probit mod. with autocorr.
> (help redpace if installed) . . . . . . . . . . . . . . M. B.
> 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
> 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
> 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
> 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.
> 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
> Any suggestion will be very helpful.
> Did the halton option or the antithetic improve the convergence.
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