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: backed up
Stas Kolenikov <email@example.com>
Re: st: backed up
Tue, 29 Jun 2010 14:11:10 -0500
It is not a quadratic form in the parameters; they still enter the
objective function in a nonlinear fashion, generally speaking. If you
have GMM with moments that are linear in parameters, then it is
something like OLS, or an instrumental variable regression, at the
On Tue, Jun 29, 2010 at 2:00 PM, sun samn <firstname.lastname@example.org> wrote:
> Good point. I never thought of the concave problem before. But my question is about GMM-to minimize a quadratic form, the concave is not a problem, is it?
>> Date: Sun, 27 Jun 2010 13:42:46 -0500
>> Subject: Re: st: backed up
>> From: email@example.com
>> To: firstname.lastname@example.org
>> On Sun, Jun 27, 2010 at 12:46 PM, sun samn <email@example.com> wrote:
>>> Thanks for your response. What do you mean by 'iterations being concave'? I did encounter another situation--the same number kept being iterated but cannot converge.
>> The objective function you maximize must be concave.
>> 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/
> Hotmail: Free, trusted and rich email service.
> * 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: