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 at the end of May, 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


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: backed up
Date   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
worst :))

On Tue, Jun 29, 2010 at 2:00 PM, sun samn <shwshang@hotmail.com> 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?
> thanks!
>
>
>
>> Date: Sun, 27 Jun 2010 13:42:46 -0500
>> Subject: Re: st: backed up
>> From: skolenik@gmail.com
>> To: statalist@hsphsun2.harvard.edu
>>
>> On Sun, Jun 27, 2010 at 12:46 PM, sun samn <shwshang@hotmail.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.
> https://signup.live.com/signup.aspx?id=60969
> *
> *   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/


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