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Re: st: xtmixed with nonrtolerance. What happens?


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtmixed with nonrtolerance. What happens?
Date   Thu, 23 Jun 2011 10:21:25 -0400

On Thu, Jun 23, 2011 at 9:47 AM, Joerg Luedicke
<joerg.luedicke@gmail.com> wrote:
> Your model did not converge using the default convergence criteria and
> with -nonrtolerance- you just turned off that default criteria
> (though, I do not know what criteria is used instead?). However, you
> should be very cautious with regard to the results.

My understanding it is a combination of -tolerance(1e-6)- for the
coefficient vector and -ltolerance(1e-7)- for the objective function.
I was trying to figure it out a few weeks ago, and I too found
-nrtolerance- convergence criterion to be the most difficult one to
satisfy. I reduced its influence by rescaling it.


-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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